-99.1%
NVD vs KIM
+44.3%
-143.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.2% | +5.6% | +4.4% |
| 7D | +9.0% | -1.5% | +10.5% | +8.9% |
| 30D | -5.5% | -1.7% | -3.8% | -5.6% |
| 3M | -24.6% | -7.1% | -17.5% | -25.2% |
| 6M | -42.1% | +2.9% | -44.9% | -41.4% |
| YTD | -44.3% | +18.8% | -63.2% | -42.3% |
| 1Y | -54.2% | +9.4% | -63.6% | -53.5% |
| 3Y | -99.1% | +44.6% | -143.7% | -99.1% |
| All | -99.1% | +44.3% | -143.4% | -99.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling