+294.5%
KEEL vs NIO
+27.7%
+266.8%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.7% | +2.8% |
| 7D | +2.9% | -2.9% | +5.8% | +3.9% |
| 30D | +0.8% | -18.7% | +19.6% | +8.0% |
| 3M | -35.3% | -29.4% | -5.9% | -27.5% |
| 6M | +59.4% | -32.5% | +91.9% | +80.1% |
| YTD | +51.9% | -27.6% | +79.6% | +66.8% |
| 1Y | +75.0% | -39.2% | +114.2% | +103.7% |
| 3Y | +224.5% | -64.3% | +288.8% | +302.4% |
| 5Y | -35.9% | -90.3% | +54.4% | +3.6% |
| All | +294.5% | +27.7% | +266.8% | +588.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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