+37.5%
NVTS vs KIM
+43.4%
-5.9%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.2% | -2.7% | -3.3% |
| 7D | +0.5% | -1.5% | +1.9% | +1.3% |
| 30D | -18.0% | -1.7% | -16.3% | -17.3% |
| 3M | -45.6% | -7.1% | -38.5% | -44.0% |
| 6M | +28.5% | +2.9% | +25.6% | +23.4% |
| YTD | +56.2% | +18.8% | +37.3% | +34.8% |
| 1Y | +97.7% | +9.4% | +88.3% | +81.3% |
| All | +37.5% | +43.4% | -5.9% | -7.9% |
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