+138.6%
NOK vs KMI
+136.8%
+1.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +4.9% |
| 7D | +11.0% | -1.7% | +12.7% | +11.7% |
| 30D | +7.8% | -2.7% | +10.6% | +8.9% |
| 3M | -21.0% | -0.7% | -20.3% | -21.1% |
| 6M | +40.9% | -5.0% | +45.9% | +42.7% |
| YTD | +72.0% | +15.5% | +56.6% | +61.2% |
| 1Y | +140.9% | +16.4% | +124.5% | +124.0% |
| 3Y | +194.3% | +114.2% | +80.1% | +106.4% |
| 5Y | +112.5% | +153.3% | -40.7% | +38.3% |
| All | +138.6% | +136.8% | +1.7% | +53.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling