+1,076.7%
NVS vs KIM
+997.3%
+79.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | -15.4% | -1.0% | -14.4% | -15.3% |
| 30D | -12.3% | -1.1% | -11.2% | -12.2% |
| 3M | -7.8% | -5.3% | -2.5% | -7.1% |
| 6M | -13.0% | +3.9% | -16.9% | -13.5% |
| YTD | +2.8% | +20.3% | -17.5% | 0.0% |
| 1Y | +10.6% | +10.4% | +0.2% | +8.9% |
| 3Y | +55.1% | +46.3% | +8.7% | +45.7% |
| 5Y | +91.7% | +37.6% | +54.1% | +80.1% |
| 10Y | +181.2% | +34.5% | +146.7% | +152.7% |
| All | +1,076.7% | +997.3% | +79.4% | +493.2% |
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