+342.6%
NEM vs KEY
+109.2%
+233.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.8% | -4.1% |
| 7D | +11.6% | +0.5% | +11.1% | +11.6% |
| 30D | +1.8% | +6.9% | -5.1% | +1.5% |
| 3M | +2.5% | -5.0% | +7.5% | +2.8% |
| 6M | +3.4% | +0.7% | +2.7% | +3.4% |
| YTD | +20.9% | +6.5% | +14.5% | +20.5% |
| 1Y | +37.2% | +22.6% | +14.6% | +35.8% |
| 3Y | +271.6% | +125.3% | +146.3% | +258.5% |
| 5Y | +136.6% | +13.9% | +122.7% | +130.2% |
| 10Y | +342.6% | +105.3% | +237.3% | +401.4% |
| All | +342.6% | +109.2% | +233.5% | +401.4% |
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