-99.2%
NVD vs KIM
+47.2%
-146.4%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.7% | +3.2% | +3.9% |
| 7D | -7.7% | -0.3% | -7.3% | -7.7% |
| 30D | -5.8% | -1.7% | -4.1% | -6.0% |
| 3M | -23.2% | -0.8% | -22.4% | -23.1% |
| 6M | -49.7% | +4.4% | -54.1% | -49.1% |
| YTD | -47.7% | +21.2% | -68.9% | -45.7% |
| 1Y | -61.3% | +10.5% | -71.9% | -60.9% |
| 3Y | -99.2% | +47.5% | -146.7% | -99.1% |
| All | -99.2% | +47.2% | -146.4% | -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 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