+100.5%
NXT vs KIM
+47.7%
+52.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.9% |
| 7D | +2.9% | -0.3% | +3.2% | +3.0% |
| 30D | -17.2% | -1.7% | -15.5% | -16.8% |
| 3M | -32.0% | -0.8% | -31.2% | -32.3% |
| 6M | -15.8% | +4.4% | -20.2% | -18.0% |
| YTD | -1.9% | +21.2% | -23.2% | -10.6% |
| 1Y | +22.5% | +10.5% | +11.9% | +16.3% |
| 3Y | +100.5% | +47.5% | +53.0% | +51.2% |
| All | +100.5% | +47.7% | +52.8% | +51.2% |
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 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