+255.5%
NTRS vs KIM
+32.5%
+223.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +1.4% | -1.7% | +3.1% | +2.1% |
| 30D | -0.7% | -3.0% | +2.3% | +0.6% |
| 3M | +11.3% | -8.9% | +20.2% | +15.5% |
| 6M | +35.5% | +2.4% | +33.2% | +33.5% |
| YTD | +40.6% | +18.3% | +22.3% | +29.7% |
| 1Y | +49.2% | +8.2% | +41.0% | +43.0% |
| 3Y | +167.2% | +44.0% | +123.2% | +125.3% |
| 5Y | +94.9% | +37.3% | +57.6% | +67.6% |
| All | +255.5% | +32.5% | +223.0% | +142.0% |
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