-30.2%
NVD vs KIM
+33.1%
-63.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +3.6% | +2.9% | +3.4% |
| 7D | +15.0% | +10.6% | +4.4% | +6.0% |
| 30D | +39.3% | +17.5% | +21.8% | +22.8% |
| 3M | +3.1% | +4.7% | -1.6% | -1.3% |
| 6M | -19.0% | +13.1% | -32.1% | -24.1% |
| YTD | -35.5% | +32.1% | -67.6% | -49.6% |
| 1Y | -30.2% | +32.7% | -62.8% | -45.5% |
| All | -30.2% | +33.1% | -63.3% | -45.5% |
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