+3,372.4%
NI vs KIM
+3,058.9%
+313.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | +2.0% | +0.4% | +1.6% | +1.9% |
| 30D | -3.5% | -4.0% | +0.4% | -2.6% |
| 3M | -9.1% | +0.5% | -9.7% | -9.3% |
| 6M | -11.8% | +3.6% | -15.5% | -12.7% |
| YTD | +1.1% | +20.4% | -19.3% | -3.5% |
| 1Y | +6.7% | +9.7% | -3.0% | +4.2% |
| 3Y | +71.1% | +46.0% | +25.1% | +54.8% |
| 5Y | +94.3% | +34.4% | +59.9% | +77.5% |
| 10Y | +135.8% | +29.3% | +106.5% | +103.0% |
| All | +3,372.4% | +3,058.9% | +313.4% | +1,803.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling