+14,890.9%
NVDA vs KIM
+34.7%
+14,856.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -0.3% | -1.0% | +0.6% | -0.1% |
| 30D | +2.8% | -1.1% | +3.9% | +3.0% |
| 3M | +7.4% | -5.3% | +12.8% | +8.6% |
| 6M | +22.6% | +3.9% | +18.7% | +21.0% |
| YTD | +20.1% | +20.3% | -0.2% | +14.1% |
| 1Y | +31.2% | +10.4% | +20.7% | +27.0% |
| 3Y | +391.7% | +46.3% | +345.4% | +336.1% |
| 5Y | +911.9% | +37.6% | +874.3% | +825.1% |
| All | +14,890.9% | +34.7% | +14,856.2% | +12,135.7% |
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