+47.4%
NSC vs KIM
+34.4%
+13.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -5.5% | +0.4% | -5.9% | -5.7% |
| 30D | -3.2% | -4.0% | +0.8% | -1.4% |
| 3M | +7.7% | +0.5% | +7.1% | +7.1% |
| 6M | +4.5% | +3.6% | +0.9% | +2.5% |
| YTD | +15.6% | +20.4% | -4.9% | +5.5% |
| 1Y | +19.8% | +9.7% | +10.1% | +14.1% |
| 3Y | +70.1% | +46.0% | +24.1% | +40.6% |
| All | +47.4% | +34.4% | +13.0% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling