+117.5%
KMI vs NVTS
-20.2%
+137.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.9% | +2.4% | -1.4% |
| 7D | -2.1% | +0.5% | -2.5% | -2.1% |
| 30D | -1.7% | -18.0% | +16.3% | -1.4% |
| 3M | -1.9% | -45.6% | +43.7% | -1.1% |
| 6M | -4.3% | +28.5% | -32.8% | -5.6% |
| YTD | +15.8% | +56.2% | -40.4% | +13.7% |
| 1Y | +17.6% | +97.7% | -80.1% | +14.5% |
| 3Y | +113.1% | +35.0% | +78.1% | +108.5% |
| All | +117.5% | -20.2% | +137.7% | +97.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 NVTS 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