+10.5%
NEM vs KWEB
-16.7%
+27.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +2.5% |
| 7D | +3.1% | -3.6% | +6.6% | +5.0% |
| 30D | +10.0% | -14.9% | +24.9% | +19.9% |
| 3M | +30.9% | -5.4% | +36.3% | +34.0% |
| 6M | +10.5% | -18.9% | +29.4% | +30.1% |
| All | +10.5% | -16.7% | +27.3% | +30.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling