+2,672.5%
NVDL vs KIM
+26.4%
+2,646.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.7% | -4.7% | -4.1% |
| 7D | +7.3% | -0.3% | +7.6% | +7.3% |
| 30D | -0.7% | -1.7% | +1.0% | -0.4% |
| 3M | +9.5% | -0.8% | +10.3% | +9.0% |
| 6M | +41.6% | +4.4% | +37.2% | +39.3% |
| YTD | +23.3% | +21.2% | +2.1% | +17.2% |
| 1Y | +40.3% | +10.5% | +29.7% | +36.4% |
| 3Y | +692.2% | +47.5% | +644.7% | +617.0% |
| All | +2,672.5% | +26.4% | +2,646.2% | +2,833.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling