+194.3%
NOK vs KMI
+111.5%
+82.8%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.3% | +5.1% | +4.8% |
| 7D | +11.0% | -1.7% | +12.7% | +11.3% |
| 30D | +7.8% | -2.7% | +10.6% | +8.3% |
| 3M | -21.0% | -0.7% | -20.3% | -21.1% |
| 6M | +40.9% | -5.0% | +45.9% | +41.5% |
| YTD | +72.0% | +15.5% | +56.6% | +67.2% |
| 1Y | +140.9% | +16.4% | +124.5% | +133.3% |
| 3Y | +194.3% | +114.2% | +80.1% | +107.5% |
| All | +194.3% | +111.5% | +82.8% | +107.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling