+65.8%
NOC vs KIM
+34.6%
+31.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.1% | +0.2% |
| 7D | +4.8% | +0.1% | +4.7% | +4.8% |
| 30D | +11.0% | +14.1% | -3.1% | +8.4% |
| 3M | -3.8% | +6.0% | -9.8% | -4.9% |
| 6M | +0.6% | +13.2% | -12.6% | -1.7% |
| YTD | -2.3% | +30.4% | -32.7% | -7.0% |
| 1Y | +0.3% | +31.0% | -30.8% | -4.7% |
| 3Y | +24.6% | +67.6% | -43.0% | +11.7% |
| All | +65.8% | +34.6% | +31.3% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling