+291.3%
NEM vs KEY
+167.0%
+124.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.7% |
| 7D | +3.9% | +2.7% | +1.1% | +3.7% |
| 30D | +12.7% | -3.2% | +15.9% | +12.9% |
| 3M | +28.7% | +1.0% | +27.7% | +28.6% |
| 6M | +9.8% | +11.9% | -2.1% | +9.1% |
| YTD | +28.1% | +8.7% | +19.4% | +27.5% |
| 1Y | +69.3% | +18.5% | +50.9% | +67.9% |
| 3Y | +247.7% | +124.0% | +123.7% | +235.0% |
| 5Y | +153.4% | +40.8% | +112.5% | +145.0% |
| 10Y | +291.3% | +167.0% | +124.3% | +254.6% |
| All | +291.3% | +167.0% | +124.3% | +254.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling