+1,578.5%
NOK vs KIM
+1,423.8%
+154.8%
-96.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.8% | +2.7% |
| 7D | -1.8% | +0.4% | -2.2% | -1.9% |
| 30D | +4.7% | -4.0% | +8.7% | +6.1% |
| 3M | -39.7% | +0.5% | -40.2% | -40.1% |
| 6M | +23.1% | +3.6% | +19.5% | +20.8% |
| YTD | +55.0% | +20.4% | +34.6% | +44.6% |
| 1Y | +118.0% | +9.7% | +108.3% | +109.1% |
| 3Y | +170.5% | +46.0% | +124.5% | +133.2% |
| 5Y | +84.9% | +34.4% | +50.4% | +62.3% |
| 10Y | +112.0% | +29.3% | +82.7% | +70.9% |
| All | +1,578.5% | +1,423.8% | +154.8% | +410.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling