+56.4%
NU vs KIM
+65.6%
-9.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +0.4% | +11.4% | +11.6% |
| 7D | +9.9% | +0.1% | +9.8% | +9.9% |
| 30D | -11.5% | +14.1% | -25.6% | -15.5% |
| 3M | -5.1% | +6.0% | -11.1% | -7.0% |
| 6M | +3.1% | +13.2% | -10.1% | -1.7% |
| YTD | -21.0% | +30.4% | -51.4% | -28.9% |
| 1Y | -15.2% | +31.0% | -46.2% | -23.9% |
| 3Y | +56.4% | +67.6% | -11.2% | +24.0% |
| All | +56.4% | +65.6% | -9.1% | +24.0% |
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 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