+463.9%
NEM vs KWEB
+20.3%
+443.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.8% |
| 7D | -3.3% | -4.3% | +1.0% | -2.7% |
| 30D | +7.8% | -13.0% | +20.8% | +10.1% |
| 3M | +36.3% | -7.6% | +43.8% | +37.7% |
| 6M | +6.6% | -21.1% | +27.7% | +10.4% |
| YTD | +27.1% | -28.2% | +55.4% | +33.6% |
| 1Y | +62.3% | -34.9% | +97.2% | +72.8% |
| 3Y | +245.1% | -0.8% | +245.8% | +242.4% |
| 5Y | +154.0% | -43.6% | +197.5% | +163.7% |
| 10Y | +311.0% | -21.7% | +332.7% | +286.4% |
| All | +463.9% | +20.3% | +443.6% | +354.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling