+155.1%
NEM vs KR
+52.3%
+102.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | +0.3% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | +7.8% | +5.1% | +2.8% | +7.2% |
| 3M | +30.2% | -8.2% | +38.4% | +31.4% |
| 6M | +9.6% | -18.0% | +27.6% | +12.1% |
| YTD | +27.8% | -4.8% | +32.6% | +26.9% |
| 1Y | +60.7% | -11.0% | +71.7% | +61.5% |
| 3Y | +245.3% | +37.7% | +207.6% | +219.7% |
| All | +155.1% | +52.3% | +102.8% | +138.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling