+29.0%
NOC vs KIM
+47.7%
-18.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -2.7% | -0.3% | -2.4% | -2.7% |
| 30D | -8.9% | -1.7% | -7.1% | -8.7% |
| 3M | -3.7% | -0.8% | -2.9% | -3.7% |
| 6M | -30.8% | +4.4% | -35.2% | -31.2% |
| YTD | -7.9% | +21.2% | -29.2% | -10.1% |
| 1Y | -9.4% | +10.5% | -20.0% | -10.6% |
| 3Y | +29.0% | +47.5% | -18.5% | +23.4% |
| All | +29.0% | +47.7% | -18.8% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling