+127.6%
NOK vs KIM
+33.1%
+94.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.0% |
| 7D | +8.7% | -1.5% | +10.2% | +9.2% |
| 30D | +12.5% | -1.7% | +14.2% | +13.0% |
| 3M | -20.7% | -7.1% | -13.6% | -19.3% |
| 6M | +36.2% | +2.9% | +33.3% | +34.3% |
| YTD | +64.1% | +18.8% | +45.3% | +55.0% |
| 1Y | +132.4% | +9.4% | +123.0% | +124.2% |
| 3Y | +182.9% | +44.6% | +138.3% | +149.2% |
| 5Y | +102.8% | +37.9% | +64.9% | +80.4% |
| All | +127.6% | +33.1% | +94.5% | +99.2% |
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