+51.1%
NEM vs KEYS
+55.9%
-4.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -6.3% | +16.2% | +11.5% |
| 7D | +3.7% | -14.8% | +18.5% | +8.1% |
| 30D | +2.0% | -25.6% | +27.6% | +10.5% |
| 3M | +21.1% | -16.2% | +37.3% | +26.2% |
| 6M | +9.5% | -18.6% | +28.1% | +14.4% |
| YTD | +19.1% | +40.7% | -21.6% | +4.2% |
| 1Y | +51.1% | +59.6% | -8.5% | +27.2% |
| All | +51.1% | +55.9% | -4.8% | +27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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