+115.7%
KMI vs NOC
+1,001.8%
-886.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.6% |
| 7D | -0.4% | -2.7% | +2.3% | +0.5% |
| 30D | +3.7% | -8.9% | +12.5% | +6.7% |
| 3M | +3.2% | -3.7% | +6.8% | +4.0% |
| 6M | -3.0% | -30.8% | +27.8% | +8.5% |
| YTD | +19.7% | -7.9% | +27.6% | +21.4% |
| 1Y | +25.6% | -9.4% | +35.1% | +27.8% |
| 3Y | +120.2% | +29.0% | +91.2% | +93.7% |
| 5Y | +160.5% | +56.1% | +104.4% | +107.6% |
| 10Y | +134.8% | +186.3% | -51.5% | +42.1% |
| All | +115.7% | +1,001.8% | -886.0% | -33.2% |
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