-27.2%
NOW vs KIM
+33.6%
-60.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.8% |
| 7D | -1.7% | -0.7% | -1.0% | -1.4% |
| 30D | -27.4% | +13.4% | -40.8% | -31.8% |
| 3M | -19.4% | +6.5% | -26.0% | -22.2% |
| 6M | +13.1% | +10.6% | +2.5% | +6.6% |
| YTD | -34.3% | +29.9% | -64.2% | -43.4% |
| 1Y | -41.8% | +29.6% | -71.3% | -49.9% |
| 3Y | -20.7% | +64.1% | -84.8% | -43.5% |
| 5Y | -27.2% | +35.3% | -62.5% | -40.9% |
| All | -27.2% | +33.6% | -60.8% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling