+279.5%
NEM vs KDP
+1,356.4%
-1,077.0%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.6% |
| 7D | +0.3% | +4.0% | -3.7% | -0.6% |
| 30D | +1.1% | +16.8% | -15.7% | -2.2% |
| 3M | +1.3% | +32.0% | -30.7% | -4.7% |
| 6M | -1.4% | +35.2% | -36.5% | -8.1% |
| YTD | +19.4% | +40.9% | -21.5% | +10.1% |
| 1Y | +32.9% | +47.7% | -14.7% | +21.2% |
| 3Y | +267.0% | +34.8% | +232.2% | +239.2% |
| 5Y | +131.0% | +22.6% | +108.4% | +117.1% |
| 10Y | +379.9% | +266.4% | +113.5% | +234.0% |
| All | +279.5% | +1,356.4% | -1,077.0% | +69.9% |
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 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