+237.3%
KEEL vs NIO
-64.4%
+301.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.8% | +0.4% |
| 7D | +19.3% | -4.1% | +23.4% | +21.2% |
| 30D | +9.1% | -23.2% | +32.4% | +20.9% |
| 3M | -31.5% | -29.9% | -1.6% | -21.5% |
| 6M | +75.8% | -25.1% | +100.9% | +93.8% |
| YTD | +57.9% | -27.5% | +85.3% | +75.6% |
| 1Y | +133.3% | -41.1% | +174.4% | +180.6% |
| All | +237.3% | -64.4% | +301.7% | +329.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling