+118.0%
NOK vs KMI
+21.6%
+96.5%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.6% | +3.3% | +2.6% |
| 7D | -1.8% | -0.5% | -1.3% | -1.8% |
| 30D | +4.7% | +0.9% | +3.8% | +5.0% |
| 3M | -39.7% | 0.0% | -39.6% | -39.6% |
| 6M | +23.1% | -5.7% | +28.8% | +21.0% |
| YTD | +55.0% | +17.5% | +37.5% | +66.8% |
| 1Y | +118.0% | +22.3% | +95.8% | +136.6% |
| All | +118.0% | +21.6% | +96.5% | +136.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 1y: compounded portfolio wealth divided by compounded KMI 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…
1y analysis · Full analysis span regression · 6 months rolling