+342.1%
NEM vs KEY
+95.2%
+246.9%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.9% |
| 7D | -5.9% | +1.8% | -7.7% | -6.0% |
| 30D | -2.6% | +7.1% | -9.7% | -2.9% |
| 3M | -4.2% | -5.9% | +1.7% | -3.9% |
| 6M | -5.5% | +2.2% | -7.7% | -5.6% |
| YTD | +13.5% | +6.4% | +7.1% | +13.1% |
| 1Y | +22.2% | +24.8% | -2.6% | +20.8% |
| 3Y | +249.0% | +125.2% | +123.7% | +236.1% |
| 5Y | +120.1% | +13.0% | +107.1% | +114.1% |
| All | +342.1% | +95.2% | +246.9% | +362.9% |
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