+60.7%
NEM vs KRMN
-43.1%
+103.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | 0.0% |
| 7D | -1.0% | -11.8% | +10.8% | +1.2% |
| 30D | +7.8% | -43.0% | +50.9% | +19.9% |
| 3M | +30.2% | -28.8% | +59.1% | +38.0% |
| 6M | +9.6% | -66.3% | +76.0% | +30.6% |
| YTD | +27.8% | -51.8% | +79.6% | +40.0% |
| 1Y | +60.7% | -44.7% | +105.4% | +56.3% |
| All | +60.7% | -43.1% | +103.8% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 1y: compounded portfolio wealth divided by compounded KRMN 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…
1y analysis · Full analysis span regression · 6 months rolling