+1,516.1%
NRG vs KIM
+211.0%
+1,305.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.3% |
| 7D | +3.9% | -1.0% | +4.8% | +4.2% |
| 30D | -3.0% | -1.1% | -1.9% | -2.6% |
| 3M | -10.9% | -5.3% | -5.6% | -9.6% |
| 6M | -25.3% | +3.9% | -29.2% | -26.1% |
| YTD | -26.8% | +20.3% | -47.1% | -30.9% |
| 1Y | -23.3% | +10.4% | -33.7% | -25.8% |
| 3Y | +208.6% | +46.3% | +162.3% | +172.0% |
| 5Y | +194.1% | +37.6% | +156.6% | +162.6% |
| 10Y | +1,123.6% | +34.5% | +1,089.1% | +913.8% |
| All | +1,516.1% | +211.0% | +1,305.1% | +863.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling