+155.1%
NEM vs KEEL
-34.6%
+189.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.8% | -3.2% | +0.3% |
| 7D | -1.0% | +2.9% | -3.9% | -1.2% |
| 30D | +7.8% | +0.8% | +7.0% | +7.6% |
| 3M | +30.2% | -35.3% | +65.5% | +32.8% |
| 6M | +9.6% | +59.4% | -49.8% | +5.2% |
| YTD | +27.8% | +51.9% | -24.1% | +22.5% |
| 1Y | +60.7% | +75.0% | -14.3% | +51.4% |
| 3Y | +245.3% | +224.5% | +20.7% | +202.5% |
| All | +155.1% | -34.6% | +189.7% | +114.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling