+243.5%
NEM vs KRE
+84.1%
+159.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.1% |
| 7D | -3.3% | -1.4% | -1.9% | -3.1% |
| 30D | +7.8% | -3.9% | +11.7% | +8.5% |
| 3M | +36.3% | +3.6% | +32.6% | +35.1% |
| 6M | +6.6% | +15.4% | -8.8% | +3.5% |
| YTD | +27.1% | +15.2% | +11.9% | +23.3% |
| 1Y | +62.3% | +16.5% | +45.9% | +56.9% |
| All | +243.5% | +84.1% | +159.4% | +168.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling