+187.5%
NVT vs KIM
+42.8%
+144.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.1% | +4.8% |
| 7D | +4.1% | -1.7% | +5.8% | +4.6% |
| 30D | -5.1% | -3.0% | -2.2% | -4.3% |
| 3M | -1.2% | -8.9% | +7.7% | +1.3% |
| 6M | +46.6% | +2.4% | +44.2% | +43.8% |
| YTD | +60.0% | +18.3% | +41.7% | +48.1% |
| 1Y | +70.8% | +8.2% | +62.6% | +63.9% |
| 3Y | +187.5% | +44.0% | +143.5% | +136.9% |
| All | +187.5% | +42.8% | +144.7% | +136.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling