+14,551.4%
NVDA vs KIM
+33.1%
+14,518.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.0% |
| 7D | -4.3% | -1.5% | -2.8% | -4.0% |
| 30D | +0.5% | -1.7% | +2.2% | +0.9% |
| 3M | +9.1% | -7.1% | +16.2% | +10.8% |
| 6M | +18.5% | +2.9% | +15.6% | +17.2% |
| YTD | +17.4% | +18.8% | -1.5% | +11.8% |
| 1Y | +23.4% | +9.4% | +14.0% | +19.8% |
| 3Y | +380.6% | +44.6% | +336.0% | +327.4% |
| 5Y | +875.7% | +37.9% | +837.8% | +792.6% |
| All | +14,551.4% | +33.1% | +14,518.3% | +11,893.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling