+319.4%
NEM vs KDP
+173.4%
+145.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.5% |
| 7D | +3.1% | -1.6% | +4.6% | +3.3% |
| 30D | +10.0% | +9.5% | +0.5% | +8.4% |
| 3M | +30.9% | +2.6% | +28.3% | +30.0% |
| 6M | +10.5% | +15.6% | -5.1% | +7.5% |
| YTD | +29.7% | +17.3% | +12.4% | +25.8% |
| 1Y | +71.1% | +20.1% | +51.0% | +64.8% |
| 3Y | +252.1% | +4.9% | +247.2% | +246.3% |
| 5Y | +157.7% | +5.0% | +152.7% | +153.7% |
| 10Y | +319.4% | +179.8% | +139.6% | +259.0% |
| All | +319.4% | +173.4% | +145.9% | +259.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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