+127.9%
NOK vs KIM
+63.6%
+64.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | +5.4% | +0.1% | +5.2% | +5.3% |
| 30D | -14.1% | +14.1% | -28.3% | -17.4% |
| 3M | -23.6% | +6.0% | -29.6% | -25.0% |
| 6M | -45.1% | +13.2% | -58.4% | -47.4% |
| YTD | +24.7% | +30.4% | -5.6% | +14.5% |
| 1Y | +19.0% | +31.0% | -12.0% | +9.1% |
| 3Y | +147.0% | +67.6% | +79.4% | +108.6% |
| 5Y | +58.2% | +35.8% | +22.4% | +40.7% |
| All | +127.9% | +63.6% | +64.4% | +87.5% |
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