+10,800.6%
NUE vs KIM
+3,058.9%
+7,741.6%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | +4.2% | +0.4% | +3.8% | +4.0% |
| 30D | -5.0% | -4.0% | -1.0% | -3.4% |
| 3M | -0.2% | +0.5% | -0.8% | -0.7% |
| 6M | +49.1% | +3.6% | +45.5% | +46.5% |
| YTD | +61.0% | +20.4% | +40.6% | +48.2% |
| 1Y | +82.5% | +9.7% | +72.8% | +74.3% |
| 3Y | +57.9% | +46.0% | +11.9% | +32.2% |
| 5Y | +146.6% | +34.4% | +112.1% | +112.8% |
| 10Y | +561.6% | +29.3% | +532.3% | +424.5% |
| All | +10,800.6% | +3,058.9% | +7,741.6% | +2,386.9% |
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