+72.7%
NEM vs KEEL
+169.0%
-96.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.6% | -5.4% | -2.3% |
| 7D | +0.3% | +7.8% | -7.5% | -0.7% |
| 30D | +23.1% | -11.7% | +34.8% | +24.4% |
| 3M | +18.5% | -41.5% | +60.0% | +24.6% |
| 6M | +7.8% | +54.9% | -47.1% | +0.2% |
| YTD | +29.1% | +47.7% | -18.5% | +19.2% |
| 1Y | +72.7% | +177.6% | -104.9% | +71.5% |
| All | +72.7% | +169.0% | -96.3% | +71.5% |
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