-10.8%
NVTS vs KIM
+33.1%
-43.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.6% | +5.4% | +11.6% |
| 7D | -0.3% | +10.6% | -10.9% | +7.9% |
| 30D | -24.4% | +17.5% | -41.9% | -13.9% |
| 3M | -26.5% | +4.7% | -31.2% | -24.0% |
| 6M | -41.4% | +13.1% | -54.5% | -35.3% |
| YTD | +30.7% | +32.1% | -1.4% | +77.9% |
| 1Y | -10.8% | +32.7% | -43.5% | +23.3% |
| All | -10.8% | +33.1% | -43.9% | +23.3% |
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