+26.6%
KMI vs NOC
-7.1%
+33.6%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.5% | +0.4% | -3.4% |
| 7D | -5.2% | -5.0% | -0.3% | -4.5% |
| 30D | +1.2% | +10.3% | -9.1% | 0.0% |
| 3M | +1.3% | -4.3% | +5.7% | +1.9% |
| 6M | -1.1% | -6.5% | +5.4% | -0.3% |
| YTD | +19.0% | -6.7% | +25.7% | +21.9% |
| 1Y | +26.6% | -7.5% | +34.1% | +30.1% |
| All | +26.6% | -7.1% | +33.6% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling