+302.3%
NEM vs KKR
+710.9%
-408.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -1.0% | -6.2% | +5.2% | -0.3% |
| 30D | +7.8% | -8.9% | +16.7% | +8.9% |
| 3M | +30.2% | +6.3% | +23.9% | +29.2% |
| 6M | +9.6% | +16.5% | -6.9% | +7.6% |
| YTD | +27.8% | -20.3% | +48.1% | +30.2% |
| 1Y | +60.7% | -29.8% | +90.5% | +65.7% |
| 3Y | +245.3% | +63.2% | +182.1% | +219.7% |
| 5Y | +155.3% | +68.0% | +87.4% | +130.9% |
| All | +302.3% | +710.9% | -408.6% | +314.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KKR.
Daily Out/Under-Performance
Portfolio return minus KKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KKR 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 KKR 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