+146.9%
NEM vs KEY
+11.7%
+135.3%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.0% |
| 7D | +13.4% | -1.3% | +14.7% | +13.5% |
| 30D | +6.5% | +5.1% | +1.3% | +6.1% |
| 3M | +14.9% | -7.1% | +22.0% | +15.6% |
| 6M | +5.5% | -4.4% | +9.9% | +5.8% |
| YTD | +21.9% | +4.0% | +17.9% | +21.4% |
| 1Y | +47.9% | +23.4% | +24.5% | +45.6% |
| 3Y | +238.2% | +113.9% | +124.3% | +221.5% |
| All | +146.9% | +11.7% | +135.3% | +118.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling