+46.2%
KEY vs NIO
-43.5%
+89.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.9% | -6.5% | -1.1% |
| 7D | -1.3% | +5.6% | -6.9% | -1.8% |
| 30D | +5.1% | -4.2% | +9.4% | +5.5% |
| 3M | -7.1% | -26.3% | +19.2% | -4.7% |
| 6M | -4.4% | -42.5% | +38.2% | +0.1% |
| YTD | +4.0% | -33.5% | +37.5% | +6.8% |
| 1Y | +23.4% | -52.7% | +76.1% | +30.6% |
| 3Y | +113.9% | -57.5% | +171.4% | +119.7% |
| 5Y | +12.3% | -92.0% | +104.3% | +26.5% |
| All | +46.2% | -43.5% | +89.7% | +27.4% |
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