+50.3%
KEY vs NIO
-46.0%
+96.3%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | -0.5% | -1.8% | +1.3% | -0.4% |
| 30D | +6.7% | -6.6% | +13.3% | +7.3% |
| 3M | -4.6% | -29.9% | +25.3% | -1.6% |
| 6M | +2.6% | -46.6% | +49.2% | +8.1% |
| YTD | +7.0% | -36.5% | +43.4% | +10.3% |
| 1Y | +23.5% | -51.1% | +74.6% | +30.3% |
| 3Y | +126.4% | -55.2% | +181.6% | +131.3% |
| 5Y | +13.0% | -92.3% | +105.3% | +27.9% |
| All | +50.3% | -46.0% | +96.3% | +31.6% |
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