+94.0%
NVS vs KIM
+35.9%
+58.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.1% |
| 7D | -14.3% | -1.7% | -12.5% | -14.0% |
| 30D | -10.0% | -3.0% | -7.0% | -9.4% |
| 3M | -10.9% | -8.9% | -2.0% | -9.1% |
| 6M | -12.0% | +2.4% | -14.3% | -12.4% |
| YTD | +2.5% | +18.3% | -15.8% | -1.2% |
| 1Y | +10.7% | +8.2% | +2.5% | +8.7% |
| 3Y | +53.3% | +44.0% | +9.3% | +41.3% |
| All | +94.0% | +35.9% | +58.1% | +79.3% |
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