+906.1%
NVDX vs KIM
+59.2%
+846.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +11.6% | +0.4% | +11.2% | +11.6% |
| 30D | +7.5% | -4.0% | +11.5% | +7.8% |
| 3M | +2.1% | +0.5% | +1.6% | +1.4% |
| 6M | +35.5% | +3.6% | +31.9% | +33.8% |
| YTD | +24.1% | +20.4% | +3.7% | +19.6% |
| 1Y | +33.0% | +9.7% | +23.3% | +30.7% |
| All | +906.1% | +59.2% | +846.9% | +883.7% |
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 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