-40.7%
NOW vs KIM
+31.8%
-72.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +1.4% |
| 7D | -3.1% | +2.8% | -5.9% | -1.4% |
| 30D | -27.0% | +16.3% | -43.4% | -20.1% |
| 3M | -17.7% | +6.6% | -24.4% | -12.6% |
| 6M | +12.7% | +12.3% | +0.4% | +23.4% |
| YTD | -32.9% | +31.6% | -64.5% | -23.5% |
| All | -40.7% | +31.8% | -72.5% | -32.4% |
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