+19,034.9%
NVO vs KIM
+3,080.3%
+15,954.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.8% | -3.2% |
| 7D | +0.1% | -0.3% | +0.4% | +0.1% |
| 30D | -3.2% | -1.7% | -1.5% | -3.0% |
| 3M | +11.5% | -0.8% | +12.3% | +11.6% |
| 6M | +22.9% | +4.4% | +18.5% | +22.0% |
| YTD | -6.8% | +21.2% | -28.1% | -9.7% |
| 1Y | -12.6% | +10.5% | -23.2% | -14.2% |
| 3Y | -49.6% | +47.5% | -97.1% | -53.0% |
| 5Y | +0.6% | +37.1% | -36.5% | -6.1% |
| 10Y | +148.3% | +29.5% | +118.8% | +121.9% |
| All | +19,034.9% | +3,080.3% | +15,954.6% | +7,939.2% |
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