+848.3%
NVDX vs KIM
+59.0%
+789.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.9% |
| 7D | -0.9% | -1.0% | +0.1% | -0.8% |
| 30D | +3.0% | -1.1% | +4.1% | +3.0% |
| 3M | +6.8% | -5.3% | +12.1% | +7.0% |
| 6M | +28.6% | +3.9% | +24.7% | +26.9% |
| YTD | +17.0% | +20.3% | -3.3% | +12.7% |
| 1Y | +27.0% | +10.4% | +16.6% | +24.6% |
| All | +848.3% | +59.0% | +789.3% | +827.3% |
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