+4,143.0%
KR vs NOC
+16,477.4%
-12,334.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -3.1% | -1.6% | -1.5% | -2.7% |
| 30D | +0.6% | -10.4% | +11.0% | +2.9% |
| 3M | -9.8% | -5.6% | -4.2% | -8.8% |
| 6M | -22.1% | -30.4% | +8.3% | -16.3% |
| YTD | -8.1% | -8.5% | +0.4% | -6.9% |
| 1Y | -14.7% | -8.3% | -6.3% | -13.7% |
| 3Y | +28.6% | +28.2% | +0.3% | +20.0% |
| 5Y | +36.4% | +56.7% | -20.4% | +21.0% |
| 10Y | +120.8% | +189.3% | -68.6% | +67.8% |
| All | +4,143.0% | +16,477.4% | -12,334.4% | +1,449.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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