+245.3%
NEM vs KEEL
+197.5%
+47.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.2% | +0.2% |
| 7D | -1.0% | +2.9% | -3.9% | -1.3% |
| 30D | +7.8% | +0.8% | +7.0% | +7.5% |
| 3M | +30.2% | -35.3% | +65.5% | +33.6% |
| 6M | +9.6% | +59.4% | -49.8% | +4.0% |
| YTD | +27.8% | +51.9% | -24.1% | +20.9% |
| 1Y | +60.7% | +75.0% | -14.3% | +48.8% |
| 3Y | +245.3% | +224.5% | +20.7% | +174.4% |
| All | +245.3% | +197.5% | +47.8% | +174.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling