-31.7%
NKE vs KIM
+33.1%
-64.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.6% | +1.7% | +3.0% |
| 7D | +9.0% | +10.6% | -1.6% | +2.8% |
| 30D | +19.2% | +17.5% | +1.8% | +8.7% |
| 3M | -1.5% | +4.7% | -6.2% | -4.4% |
| 6M | -4.2% | +13.1% | -17.3% | -11.9% |
| YTD | -34.8% | +32.1% | -66.8% | -47.4% |
| 1Y | -31.7% | +32.7% | -64.4% | -45.1% |
| All | -31.7% | +33.1% | -64.8% | -45.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling