-9.7%
NOC vs KIM
+9.1%
-18.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.2% | -2.4% |
| 7D | -5.2% | -0.8% | -4.4% | -5.1% |
| 30D | -7.2% | -5.1% | -2.1% | -6.7% |
| 3M | -5.1% | -0.6% | -4.5% | -5.4% |
| 6M | -31.1% | +2.4% | -33.5% | -31.2% |
| YTD | -8.6% | +19.0% | -27.6% | -10.6% |
| 1Y | -9.7% | +8.4% | -18.1% | -9.7% |
| All | -9.7% | +9.1% | -18.9% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1y: compounded portfolio wealth divided by compounded KIM 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…
1y analysis · Full analysis span regression · 6 months rolling