+283.4%
KEEL vs NIO
+31.5%
+251.9%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.1% | +4.1% |
| 7D | +7.8% | -13.0% | +20.8% | +12.7% |
| 30D | -11.7% | -18.3% | +6.6% | -5.8% |
| 3M | -41.5% | -33.2% | -8.3% | -33.1% |
| 6M | +54.9% | -21.5% | +76.4% | +65.8% |
| YTD | +47.7% | -25.5% | +73.1% | +60.5% |
| 1Y | +177.6% | -38.0% | +215.6% | +220.1% |
| 3Y | +164.9% | -65.5% | +230.3% | +231.0% |
| 5Y | -45.9% | -90.6% | +44.7% | -12.8% |
| All | +283.4% | +31.5% | +251.9% | +562.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling