+150.6%
KMI vs NVS
+92.9%
+57.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -1.7% | -14.3% | +12.5% | +0.9% |
| 30D | -2.7% | -10.0% | +7.2% | -1.4% |
| 3M | -0.7% | -10.9% | +10.2% | +0.8% |
| 6M | -5.0% | -12.0% | +7.0% | -3.4% |
| YTD | +15.5% | +2.5% | +13.0% | +12.5% |
| 1Y | +16.4% | +10.7% | +5.8% | +10.8% |
| 3Y | +114.2% | +53.3% | +60.9% | +82.5% |
| All | +150.6% | +92.9% | +57.7% | +95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling