-61.4%
NVD vs KIM
+9.1%
-70.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | 0.0% | -0.4% |
| 7D | -11.1% | -0.8% | -10.4% | -10.6% |
| 30D | -13.3% | -5.1% | -8.1% | -10.0% |
| 3M | -19.8% | -0.6% | -19.2% | -18.1% |
| 6M | -48.8% | +2.4% | -51.2% | -48.1% |
| YTD | -49.7% | +19.0% | -68.7% | -55.9% |
| 1Y | -61.4% | +8.4% | -69.8% | -64.8% |
| All | -61.4% | +9.1% | -70.5% | -64.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling