+302.3%
NEM vs KRE
+124.8%
+177.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -1.0% | -1.8% | +0.8% | -0.9% |
| 30D | +7.8% | -4.5% | +12.3% | +8.2% |
| 3M | +30.2% | +2.7% | +27.5% | +29.8% |
| 6M | +9.6% | +16.9% | -7.3% | +8.2% |
| YTD | +27.8% | +15.4% | +12.5% | +26.3% |
| 1Y | +60.7% | +16.1% | +44.6% | +58.6% |
| 3Y | +245.3% | +85.7% | +159.6% | +227.7% |
| 5Y | +155.3% | +33.3% | +122.1% | +145.4% |
| All | +302.3% | +124.8% | +177.5% | +277.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE 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 10y: compounded portfolio wealth divided by compounded KRE 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…
10y analysis · Full analysis span regression · 6 months rolling