+56.7%
NOC vs KIM
+37.3%
+19.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -1.6% | -1.0% | -0.6% | -1.4% |
| 30D | -10.4% | -1.1% | -9.3% | -10.2% |
| 3M | -5.6% | -5.3% | -0.3% | -4.8% |
| 6M | -30.4% | +3.9% | -34.3% | -30.9% |
| YTD | -8.5% | +20.3% | -28.8% | -11.5% |
| 1Y | -8.3% | +10.4% | -18.8% | -10.1% |
| 3Y | +28.2% | +46.3% | -18.1% | +18.4% |
| 5Y | +56.7% | +37.6% | +19.1% | +45.7% |
| All | +56.7% | +37.3% | +19.4% | +45.7% |
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 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