+302.5%
NSC vs KIM
+65.6%
+236.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.5% |
| 7D | -5.4% | +2.8% | -8.2% | -6.3% |
| 30D | +2.9% | +16.3% | -13.4% | -2.6% |
| 3M | -2.2% | +6.6% | -8.8% | -4.5% |
| 6M | +5.3% | +12.3% | -7.0% | +0.7% |
| YTD | +14.8% | +31.6% | -16.8% | +3.5% |
| 1Y | +16.6% | +31.5% | -14.9% | +5.1% |
| 3Y | +78.6% | +68.0% | +10.6% | +46.8% |
| 5Y | +27.2% | +38.7% | -11.5% | +10.3% |
| 10Y | +302.5% | +65.7% | +236.8% | +175.0% |
| All | +302.5% | +65.6% | +236.9% | +175.0% |
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