+95.6%
NTR vs KIM
+99.4%
-3.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.3% |
| 7D | +3.8% | -0.3% | +4.2% | +4.0% |
| 30D | +25.2% | -1.7% | +27.0% | +25.9% |
| 3M | +21.0% | -0.8% | +21.8% | +21.0% |
| 6M | +7.6% | +4.4% | +3.2% | +5.5% |
| YTD | +32.9% | +21.2% | +11.6% | +23.5% |
| 1Y | +43.1% | +10.5% | +32.5% | +37.1% |
| 3Y | +41.6% | +47.5% | -5.9% | +20.4% |
| 5Y | +54.8% | +37.1% | +17.7% | +33.2% |
| All | +95.6% | +99.4% | -3.8% | +36.3% |
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