+34.4%
NVDA vs KIM
+9.1%
+25.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.2% | +0.4% |
| 7D | +5.9% | -0.8% | +6.6% | +5.6% |
| 30D | +5.1% | -5.1% | +10.2% | +3.2% |
| 3M | +5.4% | -0.6% | +6.0% | +4.8% |
| 6M | +26.0% | +2.4% | +23.6% | +25.4% |
| YTD | +23.7% | +19.0% | +4.6% | +32.7% |
| 1Y | +34.4% | +8.4% | +26.0% | +42.1% |
| All | +34.4% | +9.1% | +25.2% | +42.1% |
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 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