-25.3%
NVTS vs KIM
+41.0%
-66.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.6% | -4.4% | -4.6% |
| 7D | +21.6% | -0.7% | +22.3% | +22.3% |
| 30D | -8.5% | +13.4% | -21.9% | -17.5% |
| 3M | -31.4% | +6.5% | -37.9% | -35.0% |
| 6M | -50.3% | +10.6% | -60.9% | -55.5% |
| YTD | +33.9% | +29.9% | +4.0% | +2.5% |
| 1Y | +10.6% | +29.6% | -18.9% | -15.4% |
| 3Y | +52.7% | +64.1% | -11.3% | -11.8% |
| 5Y | -48.5% | +35.3% | -83.8% | -61.8% |
| All | -25.3% | +41.0% | -66.3% | -45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling