+913.8%
NVDA vs KIM
+37.7%
+876.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.3% |
| 7D | +3.8% | -0.3% | +4.1% | +3.9% |
| 30D | +0.8% | -1.7% | +2.5% | +1.5% |
| 3M | +8.2% | -0.8% | +9.0% | +7.9% |
| 6M | +27.1% | +4.4% | +22.7% | +23.4% |
| YTD | +21.2% | +21.2% | -0.1% | +9.1% |
| 1Y | +34.3% | +10.5% | +23.8% | +26.1% |
| 3Y | +396.3% | +47.5% | +348.8% | +273.3% |
| 5Y | +913.8% | +37.1% | +876.7% | +772.7% |
| All | +913.8% | +37.7% | +876.1% | +772.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling