+479.7%
NEM vs KR
+4,322.8%
-3,843.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.3% |
| 7D | +3.1% | -3.1% | +6.1% | +3.2% |
| 30D | +10.0% | +0.6% | +9.4% | +10.0% |
| 3M | +30.9% | -9.8% | +40.7% | +31.4% |
| 6M | +10.5% | -22.1% | +32.7% | +11.5% |
| YTD | +29.7% | -8.1% | +37.8% | +29.8% |
| 1Y | +71.1% | -14.7% | +85.8% | +71.8% |
| 3Y | +252.1% | +28.6% | +223.5% | +247.0% |
| 5Y | +157.7% | +36.4% | +121.4% | +153.0% |
| 10Y | +319.4% | +120.8% | +198.6% | +302.5% |
| All | +479.7% | +4,322.8% | -3,843.1% | +477.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling