+44.6%
NWSA vs KIM
+45.1%
-0.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | -3.1% | -1.0% | -2.1% | -2.7% |
| 30D | +4.3% | -1.1% | +5.4% | +4.7% |
| 3M | +9.2% | -5.3% | +14.5% | +11.4% |
| 6M | +21.6% | +3.9% | +17.6% | +19.1% |
| YTD | +14.2% | +20.3% | -6.1% | +5.0% |
| 1Y | +1.8% | +10.4% | -8.7% | -3.1% |
| All | +44.6% | +45.1% | -0.6% | +20.3% |
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 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