+83.3%
NOK vs KMI
+111.3%
-28.0%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.8% | +4.3% | +5.5% |
| 7D | +7.3% | -0.4% | +7.6% | +7.4% |
| 30D | +13.8% | +3.7% | +10.1% | +12.2% |
| 3M | -27.0% | +3.2% | -30.2% | -28.2% |
| 6M | +37.6% | -3.0% | +40.6% | +38.3% |
| YTD | +64.6% | +19.7% | +44.9% | +52.8% |
| 1Y | +132.0% | +25.6% | +106.4% | +110.5% |
| 3Y | +183.7% | +120.2% | +63.4% | +102.9% |
| 5Y | +101.3% | +160.5% | -59.2% | +34.3% |
| 10Y | +122.4% | +134.8% | -12.4% | +46.1% |
| All | +83.3% | +111.3% | -28.0% | +18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling