+117.2%
KMI vs NOC
+1,069.4%
-952.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | +6.5% | +4.8% | +1.7% | +5.0% |
| 30D | -3.4% | +11.0% | -14.5% | -6.6% |
| 3M | +0.4% | -3.8% | +4.2% | +1.5% |
| 6M | -0.9% | +0.6% | -1.6% | -1.7% |
| YTD | +20.5% | -2.3% | +22.8% | +19.8% |
| 1Y | +23.2% | +0.3% | +22.9% | +21.3% |
| 3Y | +121.6% | +24.6% | +97.0% | +98.3% |
| 5Y | +149.1% | +66.0% | +83.1% | +94.9% |
| 10Y | +158.3% | +161.2% | -2.9% | +63.4% |
| All | +117.2% | +1,069.4% | -952.2% | -34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling