+521.8%
NOW vs KIM
+63.9%
+458.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.4% | +3.2% |
| 7D | -5.6% | -1.0% | -4.6% | -5.4% |
| 30D | -26.8% | +14.8% | -41.6% | -29.1% |
| 3M | -19.4% | +8.1% | -27.6% | -21.1% |
| 6M | +12.3% | +11.7% | +0.7% | +9.1% |
| YTD | -32.9% | +30.7% | -63.7% | -37.3% |
| 1Y | -40.3% | +29.7% | -70.0% | -44.2% |
| 3Y | -19.1% | +65.1% | -84.1% | -28.8% |
| 5Y | -24.4% | +34.7% | -59.0% | -30.6% |
| 10Y | +521.8% | +64.1% | +457.7% | +413.3% |
| All | +521.8% | +63.9% | +458.0% | +413.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling