+3,753.6%
NSC vs KIM
+3,058.9%
+694.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.9% |
| 3M | +7.7% | +0.5% | +7.1% | +7.3% |
| 6M | +4.5% | +3.6% | +0.9% | +3.1% |
| YTD | +15.6% | +20.4% | -4.9% | +8.1% |
| 1Y | +19.8% | +9.7% | +10.1% | +15.7% |
| 3Y | +70.1% | +46.0% | +24.1% | +47.9% |
| 5Y | +46.1% | +34.4% | +11.7% | +29.0% |
| 10Y | +328.1% | +29.3% | +298.8% | +248.5% |
| All | +3,753.6% | +3,058.9% | +694.7% | +1,107.5% |
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 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