+2,814.8%
NKE vs KIM
+3,080.3%
-265.6%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | -0.1% | -0.3% | +0.3% | 0.0% |
| 30D | -7.7% | -1.7% | -6.0% | -7.2% |
| 3M | -10.9% | -0.8% | -10.1% | -10.8% |
| 6M | -31.9% | +4.4% | -36.3% | -32.8% |
| YTD | -38.6% | +21.2% | -59.9% | -42.2% |
| 1Y | -46.9% | +10.5% | -57.5% | -48.6% |
| 3Y | -58.2% | +47.5% | -105.7% | -63.1% |
| 5Y | -74.0% | +37.1% | -111.1% | -76.6% |
| 10Y | -21.6% | +29.5% | -51.0% | -34.2% |
| All | +2,814.8% | +3,080.3% | -265.6% | +929.9% |
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