+499.2%
NOW vs KIM
+64.5%
+434.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -3.0% | +4.1% | -7.1% | -3.8% |
| 30D | -26.0% | +16.8% | -42.8% | -28.7% |
| 3M | -13.1% | +5.7% | -18.8% | -14.5% |
| 6M | +14.5% | +9.7% | +4.8% | +11.6% |
| YTD | -33.4% | +30.2% | -63.7% | -37.8% |
| 1Y | -40.6% | +32.1% | -72.7% | -44.7% |
| 3Y | -16.3% | +58.6% | -74.9% | -25.8% |
| 5Y | -26.3% | +31.2% | -57.5% | -32.1% |
| All | +499.2% | +64.5% | +434.7% | +392.0% |
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