+350.1%
KEYS vs NIO
-51.7%
+401.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.8% | -1.7% |
| 7D | +9.4% | -14.5% | +23.8% | +11.0% |
| 30D | -16.8% | -15.0% | -1.8% | -15.5% |
| 3M | -15.9% | -35.6% | +19.7% | -12.5% |
| 6M | -17.6% | -55.7% | +38.1% | -11.5% |
| YTD | +46.5% | -43.1% | +89.6% | +53.1% |
| 1Y | +66.9% | -53.5% | +120.4% | +77.4% |
| 3Y | +141.4% | -59.8% | +201.2% | +150.6% |
| 5Y | +59.5% | -93.2% | +152.7% | +81.5% |
| All | +350.1% | -51.7% | +401.8% | +334.5% |
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