+103.3%
NU vs KIM
+45.1%
+58.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.9% |
| 7D | -2.6% | -1.0% | -1.6% | -2.3% |
| 30D | +8.2% | -1.1% | +9.3% | +8.7% |
| 3M | +26.3% | -5.3% | +31.6% | +28.6% |
| 6M | +2.2% | +3.9% | -1.7% | +0.6% |
| YTD | -10.4% | +20.3% | -30.7% | -16.9% |
| 1Y | -3.0% | +10.4% | -13.4% | -6.9% |
| All | +103.3% | +45.1% | +58.1% | +79.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling