+34.1%
NWSA vs KIM
+66.0%
-31.9%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | -12.2% | -1.0% | -11.2% | -11.8% |
| 30D | -8.7% | +14.8% | -23.5% | -13.3% |
| 3M | -6.0% | +8.1% | -14.1% | -8.8% |
| 6M | -0.3% | +11.7% | -12.0% | -4.8% |
| YTD | +3.5% | +30.7% | -27.2% | -7.7% |
| 1Y | +0.8% | +29.7% | -29.0% | -9.9% |
| All | +34.1% | +66.0% | -31.9% | +11.0% |
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