+170.4%
NXT vs KIM
+28.6%
+141.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.8% | -2.8% | -3.4% |
| 7D | -0.2% | -1.0% | +0.7% | +0.1% |
| 30D | -20.0% | -1.1% | -18.9% | -19.7% |
| 3M | -30.9% | -5.3% | -25.6% | -30.0% |
| 6M | -23.8% | +3.9% | -27.7% | -25.7% |
| YTD | -5.4% | +20.3% | -25.7% | -13.5% |
| 1Y | +28.0% | +10.4% | +17.6% | +21.5% |
| 3Y | +93.3% | +46.3% | +47.0% | +52.1% |
| All | +170.4% | +28.6% | +141.8% | +117.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling