+157.7%
NEM vs KDP
+3.6%
+154.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.6% |
| 7D | +3.1% | -1.6% | +4.6% | +3.4% |
| 30D | +10.0% | +9.5% | +0.5% | +7.8% |
| 3M | +30.9% | +2.6% | +28.3% | +29.8% |
| 6M | +10.5% | +15.6% | -5.1% | +6.2% |
| YTD | +29.7% | +17.3% | +12.4% | +24.1% |
| 1Y | +71.1% | +20.1% | +51.0% | +61.9% |
| 3Y | +252.1% | +4.9% | +247.2% | +243.7% |
| 5Y | +157.7% | +5.0% | +152.7% | +161.5% |
| All | +157.7% | +3.6% | +154.1% | +161.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling