+245.3%
NEM vs KR
+33.5%
+211.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.4% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | +7.8% | +5.1% | +2.8% | +7.6% |
| 3M | +30.2% | -8.2% | +38.4% | +31.2% |
| 6M | +9.6% | -18.0% | +27.6% | +11.7% |
| YTD | +27.8% | -4.8% | +32.6% | +26.1% |
| 1Y | +60.7% | -11.0% | +71.7% | +60.9% |
| 3Y | +245.3% | +37.7% | +207.6% | +211.1% |
| All | +245.3% | +33.5% | +211.8% | +211.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 3y: compounded portfolio wealth divided by compounded KR 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…
3y analysis · Full analysis span regression · 6 months rolling