+154.0%
NEM vs KMI
+151.2%
+2.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.5% |
| 7D | -3.3% | -2.1% | -1.2% | -2.7% |
| 30D | +7.8% | -1.7% | +9.5% | +8.1% |
| 3M | +36.3% | -1.9% | +38.1% | +36.2% |
| 6M | +6.6% | -4.3% | +10.9% | +7.0% |
| YTD | +27.1% | +15.8% | +11.3% | +18.1% |
| 1Y | +62.3% | +17.6% | +44.8% | +49.6% |
| 3Y | +245.1% | +113.1% | +131.9% | +143.7% |
| 5Y | +154.0% | +154.0% | 0.0% | +75.8% |
| All | +154.0% | +151.2% | +2.8% | +75.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMI.
Daily Out/Under-Performance
Portfolio return minus KMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMI 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 KMI 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