+1,065.2%
NRG vs KIM
+32.5%
+1,032.7%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.8% |
| 7D | -4.7% | -1.7% | -2.9% | -4.1% |
| 30D | -6.0% | -3.0% | -3.0% | -4.9% |
| 3M | -8.0% | -8.9% | +0.9% | -5.0% |
| 6M | -23.2% | +2.4% | -25.5% | -23.8% |
| YTD | -28.1% | +18.3% | -46.4% | -32.3% |
| 1Y | -27.3% | +8.2% | -35.4% | -29.5% |
| 3Y | +208.7% | +44.0% | +164.6% | +167.8% |
| 5Y | +197.7% | +37.3% | +160.3% | +160.8% |
| All | +1,065.2% | +32.5% | +1,032.7% | +981.2% |
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