+342.6%
NEM vs KDP
+248.3%
+94.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.8% | -5.9% | -4.4% |
| 7D | +11.6% | +8.2% | +3.4% | +10.3% |
| 30D | +1.8% | +18.4% | -16.6% | -0.8% |
| 3M | +2.5% | +29.2% | -26.7% | -1.4% |
| 6M | +3.4% | +32.3% | -28.8% | -1.2% |
| YTD | +20.9% | +38.5% | -17.6% | +14.6% |
| 1Y | +37.2% | +48.5% | -11.3% | +28.5% |
| 3Y | +271.6% | +32.5% | +239.2% | +254.0% |
| 5Y | +136.6% | +19.7% | +117.0% | +128.5% |
| 10Y | +342.6% | +256.4% | +86.3% | +272.9% |
| All | +342.6% | +248.3% | +94.4% | +272.9% |
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