+177.5%
NEM vs KVUE
-20.4%
+197.9%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -1.0% | -5.1% | +4.1% | -0.6% |
| 30D | +7.8% | -6.3% | +14.2% | +8.4% |
| 3M | +30.2% | -0.5% | +30.7% | +30.2% |
| 6M | +9.6% | +3.1% | +6.5% | +9.2% |
| YTD | +27.8% | +6.7% | +21.1% | +27.2% |
| 1Y | +60.7% | -1.1% | +61.8% | +63.3% |
| 3Y | +245.3% | -8.7% | +254.0% | +254.7% |
| All | +177.5% | -20.4% | +197.9% | +206.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KVUE.
Daily Out/Under-Performance
Portfolio return minus KVUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVUE 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 KVUE 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