+51.1%
NEM vs KWEB
-34.1%
+85.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +4.5% | +5.4% | +7.0% |
| 7D | +3.7% | +5.8% | -2.1% | +0.2% |
| 30D | +2.0% | -1.0% | +3.0% | +2.5% |
| 3M | +21.1% | -15.8% | +36.9% | +34.4% |
| 6M | +9.5% | -14.9% | +24.4% | +21.6% |
| YTD | +19.1% | -28.6% | +47.6% | +51.8% |
| 1Y | +51.1% | -33.9% | +85.0% | +113.5% |
| All | +51.1% | -34.1% | +85.2% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 KWEB 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