+90.2%
NTR vs KIM
+94.6%
-4.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.2% |
| 7D | -1.3% | -1.7% | +0.5% | -0.7% |
| 30D | +16.8% | -3.0% | +19.7% | +17.9% |
| 3M | +20.7% | -8.9% | +29.6% | +24.3% |
| 6M | +0.5% | +2.4% | -1.8% | -0.8% |
| YTD | +29.2% | +18.3% | +10.9% | +21.0% |
| 1Y | +39.6% | +8.2% | +31.4% | +34.8% |
| 3Y | +37.9% | +44.0% | -6.2% | +18.2% |
| 5Y | +47.1% | +37.3% | +9.7% | +26.5% |
| All | +90.2% | +94.6% | -4.5% | +33.6% |
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