+10.7%
NVS vs KIM
+9.2%
+1.4%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -14.3% | -1.7% | -12.5% | -13.7% |
| 30D | -10.0% | -3.0% | -7.0% | -8.9% |
| 3M | -10.9% | -8.9% | -2.0% | -7.6% |
| 6M | -12.0% | +2.4% | -14.3% | -12.8% |
| YTD | +2.5% | +18.3% | -15.8% | -4.1% |
| 1Y | +10.7% | +8.2% | +2.5% | +7.3% |
| All | +10.7% | +9.2% | +1.4% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling