+184.5%
NOK vs KIM
+45.1%
+139.3%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | +9.3% | -1.0% | +10.3% | +9.6% |
| 30D | +17.9% | -1.1% | +18.9% | +18.1% |
| 3M | -22.3% | -5.3% | -17.0% | -21.6% |
| 6M | +36.4% | +3.9% | +32.5% | +33.8% |
| YTD | +66.3% | +20.3% | +46.0% | +55.9% |
| 1Y | +134.4% | +10.4% | +124.0% | +125.3% |
| All | +184.5% | +45.1% | +139.3% | +140.1% |
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