+215.7%
NEM vs KMI
+111.3%
+104.3%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.2% |
| 7D | +3.9% | -0.4% | +4.2% | +3.9% |
| 30D | +12.7% | +3.7% | +9.1% | +11.6% |
| 3M | +28.7% | +3.2% | +25.5% | +27.2% |
| 6M | +9.8% | -3.0% | +12.8% | +9.9% |
| YTD | +28.1% | +19.7% | +8.4% | +21.8% |
| 1Y | +69.3% | +25.6% | +43.7% | +59.1% |
| 3Y | +247.7% | +120.2% | +127.4% | +186.2% |
| 5Y | +153.4% | +160.5% | -7.1% | +100.6% |
| 10Y | +291.3% | +134.8% | +156.5% | +204.9% |
| All | +215.7% | +111.3% | +104.3% | +148.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling