+12.9%
KEY vs NIO
-92.6%
+105.6%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.0% | +0.3% | -2.4% |
| 7D | -2.5% | -3.6% | +1.1% | -2.1% |
| 30D | +4.1% | -8.0% | +12.1% | +5.0% |
| 3M | -8.4% | -31.2% | +22.8% | -4.6% |
| 6M | -2.3% | -45.8% | +43.5% | +4.2% |
| YTD | +4.6% | -37.3% | +41.8% | +8.7% |
| 1Y | +24.6% | -56.1% | +80.7% | +35.1% |
| 3Y | +112.8% | -61.1% | +173.9% | +122.8% |
| 5Y | +12.9% | -92.4% | +105.4% | +33.3% |
| All | +12.9% | -92.6% | +105.6% | +33.3% |
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