+71.7%
NUE vs KIM
+65.6%
+6.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.8% | -3.6% |
| 7D | +2.8% | +0.1% | +2.6% | +2.7% |
| 30D | -2.1% | +14.1% | -16.2% | -7.2% |
| 3M | -7.3% | +6.0% | -13.3% | -9.5% |
| 6M | +8.9% | +13.2% | -4.4% | +3.1% |
| YTD | +55.6% | +30.4% | +25.2% | +37.8% |
| 1Y | +74.7% | +31.0% | +43.6% | +54.2% |
| 3Y | +71.7% | +67.6% | +4.0% | +40.0% |
| All | +71.7% | +65.6% | +6.1% | +40.0% |
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