-38.7%
NOW vs KIM
+33.1%
-71.8%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | +1.8% |
| 7D | -27.5% | +10.6% | -38.1% | -22.0% |
| 30D | -20.0% | +17.5% | -37.5% | -12.2% |
| 3M | -7.9% | +4.7% | -12.6% | -2.6% |
| 6M | +18.3% | +13.1% | +5.2% | +29.7% |
| YTD | -29.0% | +32.1% | -61.0% | -19.6% |
| 1Y | -38.7% | +32.7% | -71.4% | -30.5% |
| All | -38.7% | +33.1% | -71.8% | -30.5% |
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