+51.1%
NEM vs KEEL
-45.0%
+96.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -4.1% | +14.0% | +10.6% |
| 7D | +3.7% | -13.6% | +17.3% | +5.9% |
| 30D | +2.0% | -39.1% | +41.1% | +10.2% |
| 3M | +21.1% | -48.9% | +70.0% | +33.4% |
| 6M | +9.5% | -35.4% | +44.9% | +12.9% |
| YTD | +19.1% | -10.6% | +29.7% | +12.8% |
| 1Y | +51.1% | -45.3% | +96.4% | +51.3% |
| All | +51.1% | -45.0% | +96.1% | +51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 1y: compounded portfolio wealth divided by compounded KEEL 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…
1y analysis · Full analysis span regression · 6 months rolling