+69.3%
NEM vs KEY
+19.7%
+49.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.4% |
| 7D | +3.9% | +2.7% | +1.1% | +3.3% |
| 30D | +12.7% | -3.2% | +15.9% | +13.3% |
| 3M | +28.7% | +1.0% | +27.7% | +28.0% |
| 6M | +9.8% | +11.9% | -2.1% | +7.0% |
| YTD | +28.1% | +8.7% | +19.4% | +25.5% |
| 1Y | +69.3% | +18.5% | +50.9% | +64.1% |
| All | +69.3% | +19.7% | +49.6% | +64.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling