+474.2%
NVDA vs KIM
+36.8%
+437.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | -13.2% | -1.0% | -12.2% | -12.8% |
| 30D | -23.2% | +14.8% | -38.0% | -28.1% |
| 3M | -20.0% | +8.1% | -28.2% | -23.1% |
| 6M | -20.6% | +11.7% | -32.3% | -25.6% |
| YTD | -6.6% | +30.7% | -37.4% | -19.6% |
| 1Y | -9.8% | +29.7% | -39.6% | -22.2% |
| 3Y | +260.5% | +65.1% | +195.4% | +148.0% |
| 5Y | +474.2% | +34.7% | +439.5% | +381.2% |
| All | +474.2% | +36.8% | +437.4% | +381.2% |
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