+14.5%
KEY vs NIO
-93.2%
+107.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.9% | +5.5% | +1.2% |
| 7D | +2.9% | -14.5% | +17.4% | +4.7% |
| 30D | +8.4% | -15.0% | +23.4% | +10.4% |
| 3M | -5.8% | -35.6% | +29.8% | -1.2% |
| 6M | +5.4% | -55.7% | +61.1% | +15.1% |
| YTD | +7.1% | -43.1% | +50.2% | +12.5% |
| 1Y | +26.8% | -53.5% | +80.3% | +36.3% |
| 3Y | +128.7% | -59.8% | +188.5% | +137.2% |
| All | +14.5% | -93.2% | +107.6% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling