+2,490.2%
NVDL vs KIM
+23.3%
+2,466.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.1% |
| 7D | -10.3% | -1.7% | -8.6% | -10.1% |
| 30D | -7.1% | -3.0% | -4.2% | -6.7% |
| 3M | +6.6% | -8.9% | +15.5% | +7.9% |
| 6M | +21.1% | +2.4% | +18.7% | +19.4% |
| YTD | +15.2% | +18.3% | -3.1% | +9.9% |
| 1Y | +18.8% | +8.2% | +10.6% | +15.8% |
| 3Y | +649.9% | +44.0% | +605.9% | +581.1% |
| All | +2,490.2% | +23.3% | +2,466.8% | +2,650.6% |
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