-9.4%
NVTS vs KIM
+30.5%
-39.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -2.7% |
| 7D | +3.5% | -1.0% | +4.4% | +4.3% |
| 30D | -11.9% | -1.1% | -10.8% | -11.3% |
| 3M | -49.2% | -5.3% | -43.9% | -47.8% |
| 6M | +38.4% | +3.9% | +34.5% | +30.5% |
| YTD | +62.5% | +20.3% | +42.2% | +32.7% |
| 1Y | +101.4% | +10.4% | +90.9% | +77.3% |
| 3Y | +40.4% | +46.3% | -5.9% | -10.2% |
| All | -9.4% | +30.5% | -39.9% | -28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling