-3.1%
NVO vs KIM
+35.9%
-39.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.0% |
| 7D | -7.6% | -1.7% | -5.8% | -7.2% |
| 30D | -6.0% | -3.0% | -3.0% | -5.4% |
| 3M | -0.8% | -8.9% | +8.1% | +1.1% |
| 6M | +16.5% | +2.4% | +14.1% | +15.9% |
| YTD | -11.1% | +18.3% | -29.5% | -14.2% |
| 1Y | -16.7% | +8.2% | -24.9% | -18.2% |
| 3Y | -52.9% | +44.0% | -96.9% | -56.6% |
| All | -3.1% | +35.9% | -39.0% | -11.1% |
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