+92.9%
NTRS vs KIM
+35.9%
+57.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.3% |
| 7D | +1.4% | -1.7% | +3.1% | +2.4% |
| 30D | -0.7% | -3.0% | +2.3% | +1.0% |
| 3M | +11.3% | -8.9% | +20.2% | +17.2% |
| 6M | +35.5% | +2.4% | +33.2% | +32.5% |
| YTD | +40.6% | +18.3% | +22.3% | +25.0% |
| 1Y | +49.2% | +8.2% | +41.0% | +40.2% |
| 3Y | +167.2% | +44.0% | +123.2% | +105.1% |
| All | +92.9% | +35.9% | +57.0% | +55.7% |
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