+56.3%
NYT vs KIM
+42.8%
+13.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -0.6% | -1.7% | +1.1% | -0.1% |
| 30D | +4.6% | -3.0% | +7.5% | +5.4% |
| 3M | -9.6% | -8.9% | -0.7% | -7.3% |
| 6M | -14.0% | +2.4% | -16.4% | -14.6% |
| YTD | -2.8% | +18.3% | -21.2% | -7.4% |
| 1Y | +15.6% | +8.2% | +7.4% | +12.9% |
| 3Y | +56.3% | +44.0% | +12.3% | +37.5% |
| All | +56.3% | +42.8% | +13.5% | +37.5% |
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