+95.8%
NWSA vs KIM
+115.0%
-19.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.4% | +2.3% | +2.5% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | -8.8% | +14.1% | -22.9% | -13.2% |
| 3M | -6.5% | +6.0% | -12.5% | -8.5% |
| 6M | +1.5% | +13.2% | -11.7% | -3.4% |
| YTD | +4.0% | +30.4% | -26.3% | -6.5% |
| 1Y | +3.4% | +31.0% | -27.6% | -7.2% |
| 3Y | +34.8% | +67.6% | -32.8% | +8.9% |
| 5Y | +18.4% | +35.8% | -17.4% | +2.8% |
| 10Y | +149.2% | +63.7% | +85.5% | +84.6% |
| All | +95.8% | +115.0% | -19.1% | +28.1% |
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