+326.9%
NSC vs KIM
+29.1%
+297.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.1% | -0.7% |
| 7D | -1.5% | -0.3% | -1.2% | -1.4% |
| 30D | -1.9% | -1.7% | -0.2% | -1.3% |
| 3M | +6.2% | -0.8% | +7.0% | +6.4% |
| 6M | +9.2% | +4.4% | +4.8% | +7.3% |
| YTD | +15.0% | +21.2% | -6.2% | +7.0% |
| 1Y | +21.1% | +10.5% | +10.5% | +16.3% |
| 3Y | +78.6% | +47.5% | +31.1% | +53.8% |
| 5Y | +45.9% | +37.1% | +8.8% | +27.2% |
| 10Y | +326.9% | +29.5% | +297.4% | +227.5% |
| All | +326.9% | +29.1% | +297.8% | +227.5% |
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