+55.5%
KEY vs NIO
-36.7%
+92.2%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +0.4% |
| 7D | +2.2% | -13.0% | +15.2% | +3.5% |
| 30D | -3.0% | -18.3% | +15.3% | -1.3% |
| 3M | +3.3% | -33.2% | +36.5% | +7.0% |
| 6M | +9.2% | -21.5% | +30.7% | +10.7% |
| YTD | +10.6% | -25.5% | +36.1% | +12.6% |
| 1Y | +20.4% | -38.0% | +58.4% | +23.9% |
| 3Y | +121.8% | -65.5% | +187.3% | +132.2% |
| 5Y | +41.1% | -90.6% | +131.7% | +56.8% |
| All | +55.5% | -36.7% | +92.2% | +34.3% |
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 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