+189.8%
NOC vs KIM
+33.1%
+156.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +0.9% |
| 7D | -1.8% | -1.5% | -0.3% | -1.5% |
| 30D | -9.4% | -1.7% | -7.8% | -9.2% |
| 3M | -3.8% | -7.1% | +3.3% | -2.7% |
| 6M | -28.8% | +2.9% | -31.6% | -29.2% |
| YTD | -7.9% | +18.8% | -26.7% | -10.6% |
| 1Y | -9.0% | +9.4% | -18.5% | -10.6% |
| 3Y | +29.1% | +44.6% | -15.5% | +20.0% |
| 5Y | +58.9% | +37.9% | +21.0% | +47.4% |
| All | +189.8% | +33.1% | +156.7% | +153.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling