+244.4%
NXT vs KIM
+39.3%
+205.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.4% | +5.8% | +5.5% |
| 7D | +32.2% | +4.1% | +28.2% | +30.8% |
| 30D | +21.9% | +16.8% | +5.1% | +16.1% |
| 3M | +6.6% | +5.7% | +0.9% | +4.8% |
| 6M | -16.8% | +9.7% | -26.5% | -20.0% |
| YTD | +20.4% | +30.2% | -9.8% | +7.6% |
| 1Y | -1.5% | +32.1% | -33.6% | -12.6% |
| 3Y | +182.4% | +58.6% | +123.8% | +116.2% |
| All | +244.4% | +39.3% | +205.1% | +170.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling