-16.3%
NOW vs KIM
+57.8%
-74.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -3.0% | +4.1% | -7.1% | -3.3% |
| 30D | -26.0% | +16.8% | -42.8% | -27.4% |
| 3M | -13.1% | +5.7% | -18.8% | -13.4% |
| 6M | +14.5% | +9.7% | +4.8% | +13.2% |
| YTD | -33.4% | +30.2% | -63.7% | -37.1% |
| 1Y | -40.6% | +32.1% | -72.7% | -44.2% |
| 3Y | -16.3% | +58.6% | -74.9% | -22.9% |
| All | -16.3% | +57.8% | -74.1% | -22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling