+4,917.4%
NTRS vs KIM
+3,054.9%
+1,862.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.3% |
| 7D | +0.9% | -1.0% | +1.8% | +1.3% |
| 30D | -1.2% | -1.1% | -0.1% | -0.8% |
| 3M | +8.8% | -5.3% | +14.1% | +11.2% |
| 6M | +34.7% | +3.9% | +30.8% | +31.7% |
| YTD | +37.2% | +20.3% | +17.0% | +25.1% |
| 1Y | +46.3% | +10.4% | +35.9% | +38.6% |
| 3Y | +163.2% | +46.3% | +116.9% | +117.4% |
| 5Y | +86.9% | +37.6% | +49.4% | +58.1% |
| 10Y | +250.9% | +34.5% | +216.4% | +165.8% |
| All | +4,917.4% | +3,054.9% | +1,862.5% | +1,319.3% |
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