+208.7%
NRG vs KIM
+42.8%
+165.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +1.8% |
| 7D | -4.7% | -1.7% | -2.9% | -4.0% |
| 30D | -6.0% | -3.0% | -3.0% | -4.8% |
| 3M | -8.0% | -8.9% | +0.9% | -4.7% |
| 6M | -23.2% | +2.4% | -25.5% | -24.0% |
| YTD | -28.1% | +18.3% | -46.4% | -32.7% |
| 1Y | -27.3% | +8.2% | -35.4% | -29.6% |
| 3Y | +208.7% | +44.0% | +164.6% | +166.4% |
| All | +208.7% | +42.8% | +165.9% | +166.4% |
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 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