+155.1%
NEM vs KKR
+64.7%
+90.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -1.0% | -6.2% | +5.2% | -0.2% |
| 30D | +7.8% | -8.9% | +16.7% | +9.0% |
| 3M | +30.2% | +6.3% | +23.9% | +29.0% |
| 6M | +9.6% | +16.5% | -6.9% | +7.3% |
| YTD | +27.8% | -20.3% | +48.1% | +30.6% |
| 1Y | +60.7% | -29.8% | +90.5% | +66.5% |
| 3Y | +245.3% | +63.2% | +182.1% | +212.2% |
| All | +155.1% | +64.7% | +90.4% | +116.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling