+171.8%
NEM vs KRMN
+17.6%
+154.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.1% |
| 7D | -1.0% | -11.8% | +10.8% | +1.0% |
| 30D | +7.8% | -43.0% | +50.9% | +18.4% |
| 3M | +30.2% | -28.8% | +59.1% | +37.1% |
| 6M | +9.6% | -66.3% | +76.0% | +27.7% |
| YTD | +27.8% | -51.8% | +79.6% | +40.2% |
| 1Y | +60.7% | -44.7% | +105.4% | +72.0% |
| All | +171.8% | +17.6% | +154.2% | +157.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling