+91.3%
NVTS vs KIM
+9.2%
+82.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.4% | +4.7% | +4.1% |
| 7D | -1.4% | -1.7% | +0.3% | -2.2% |
| 30D | -16.5% | -3.0% | -13.6% | -17.5% |
| 3M | -47.6% | -8.9% | -38.8% | -48.8% |
| 6M | +7.3% | +2.4% | +4.9% | +4.7% |
| YTD | +62.9% | +18.3% | +44.5% | +61.8% |
| 1Y | +91.3% | +8.2% | +83.1% | +91.5% |
| All | +91.3% | +9.2% | +82.0% | +91.5% |
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