+302.3%
NEM vs KWEB
-19.7%
+322.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | +0.4% |
| 7D | -1.0% | -5.6% | +4.6% | -0.1% |
| 30D | +7.8% | -10.7% | +18.5% | +9.7% |
| 3M | +30.2% | -7.4% | +37.6% | +31.6% |
| 6M | +9.6% | -19.3% | +28.9% | +13.2% |
| YTD | +27.8% | -27.8% | +55.6% | +34.1% |
| 1Y | +60.7% | -35.9% | +96.6% | +71.3% |
| 3Y | +245.3% | -1.9% | +247.2% | +243.5% |
| 5Y | +155.3% | -43.2% | +198.5% | +165.3% |
| All | +302.3% | -19.7% | +322.0% | +242.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling