+310.3%
NEM vs KDP
+1,132.0%
-821.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | +0.3% | +1.3% | -1.0% | 0.0% |
| 30D | +23.1% | +6.0% | +17.1% | +21.4% |
| 3M | +18.5% | +9.2% | +9.3% | +15.8% |
| 6M | +7.8% | +14.7% | -6.9% | +4.0% |
| YTD | +29.1% | +19.2% | +9.9% | +23.4% |
| 1Y | +72.7% | +15.2% | +57.5% | +65.8% |
| 3Y | +248.7% | +6.0% | +242.8% | +239.5% |
| 5Y | +148.7% | +5.4% | +143.3% | +141.3% |
| 10Y | +304.8% | +171.9% | +132.9% | +203.6% |
| All | +310.3% | +1,132.0% | -821.7% | +90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling