+111.9%
KMI vs NVMI
+3,814.7%
-3,702.8%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | -1.8% | +6.9% | -8.7% | -2.8% |
| 30D | +0.1% | -2.8% | +2.9% | +0.4% |
| 3M | +1.2% | -27.3% | +28.5% | +5.3% |
| 6M | -3.9% | -13.7% | +9.8% | -4.0% |
| YTD | +17.5% | +13.8% | +3.7% | +10.9% |
| 1Y | +22.6% | +34.9% | -12.2% | +11.2% |
| 3Y | +116.3% | +213.5% | -97.2% | +56.7% |
| 5Y | +157.6% | +272.5% | -114.9% | +72.6% |
| 10Y | +136.6% | +3,142.4% | -3,005.8% | -4.7% |
| All | +111.9% | +3,814.7% | -3,702.8% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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