-99.2%
NVD vs KIM
+45.1%
-144.3%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +1.8% |
| 7D | +0.5% | -1.0% | +1.5% | +0.4% |
| 30D | -9.3% | -1.1% | -8.2% | -9.4% |
| 3M | -22.1% | -5.3% | -16.8% | -22.5% |
| 6M | -45.8% | +3.9% | -49.7% | -45.1% |
| YTD | -46.7% | +20.3% | -67.0% | -44.7% |
| 1Y | -59.5% | +10.4% | -69.9% | -58.9% |
| All | -99.2% | +45.1% | -144.3% | -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 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