+277.5%
NEM vs KRE
+151.4%
+126.1%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | +3.9% | +2.3% | +1.5% | +3.5% |
| 30D | +12.7% | -2.5% | +15.2% | +13.1% |
| 3M | +28.7% | +6.2% | +22.4% | +27.4% |
| 6M | +9.8% | +15.8% | -6.0% | +7.5% |
| YTD | +28.1% | +16.0% | +12.1% | +25.2% |
| 1Y | +69.3% | +16.2% | +53.2% | +65.3% |
| 3Y | +247.7% | +86.4% | +161.3% | +214.7% |
| 5Y | +153.4% | +33.0% | +120.4% | +136.6% |
| 10Y | +291.3% | +123.0% | +168.3% | +219.9% |
| All | +277.5% | +151.4% | +126.1% | +197.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling