+111.9%
KMI vs NVS
+396.3%
-284.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -1.8% | -15.4% | +13.6% | +4.6% |
| 30D | +0.1% | -12.3% | +12.4% | +4.6% |
| 3M | +1.2% | -7.8% | +9.0% | +3.0% |
| 6M | -3.9% | -13.0% | +9.1% | +0.2% |
| YTD | +17.5% | +2.8% | +14.8% | +13.0% |
| 1Y | +22.6% | +10.6% | +12.0% | +13.4% |
| 3Y | +116.3% | +55.1% | +61.2% | +66.2% |
| 5Y | +157.6% | +91.7% | +65.9% | +73.7% |
| 10Y | +136.6% | +181.2% | -44.6% | +29.3% |
| All | +111.9% | +396.3% | -284.4% | -9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling