+129.5%
KMI vs NVS
+179.5%
-50.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -1.7% | -14.3% | +12.5% | +3.5% |
| 30D | -2.7% | -10.0% | +7.2% | +0.1% |
| 3M | -0.7% | -10.9% | +10.2% | +2.4% |
| 6M | -5.0% | -12.0% | +7.0% | -1.8% |
| YTD | +15.5% | +2.5% | +13.0% | +11.2% |
| 1Y | +16.4% | +10.7% | +5.8% | +7.9% |
| 3Y | +114.2% | +53.3% | +60.9% | +66.9% |
| 5Y | +153.3% | +93.6% | +59.6% | +70.5% |
| All | +129.5% | +179.5% | -50.0% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 10y: compounded portfolio wealth divided by compounded NVS 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…
10y analysis · Full analysis span regression · 6 months rolling