+146.9%
NEM vs KDP
+14.9%
+132.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +13.4% | +2.2% | +11.2% | +12.8% |
| 30D | +6.5% | +19.9% | -13.4% | +2.2% |
| 3M | +14.9% | +21.5% | -6.6% | +9.8% |
| 6M | +5.5% | +30.1% | -24.6% | -1.5% |
| YTD | +21.9% | +34.9% | -13.1% | +12.6% |
| 1Y | +47.9% | +43.4% | +4.5% | +34.2% |
| 3Y | +238.2% | +29.1% | +209.1% | +212.8% |
| All | +146.9% | +14.9% | +132.0% | +141.3% |
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