+58.7%
KEYS vs NIO
-92.0%
+150.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.7% | +1.4% |
| 7D | -4.5% | +2.8% | -7.3% | -4.8% |
| 30D | -23.9% | -8.4% | -15.5% | -23.0% |
| 3M | -13.1% | -32.0% | +18.8% | -8.7% |
| 6M | -19.1% | -43.9% | +24.8% | -13.1% |
| YTD | +43.4% | -35.7% | +79.1% | +50.4% |
| 1Y | +58.8% | -51.1% | +109.9% | +72.3% |
| 3Y | +134.6% | -54.7% | +189.3% | +143.4% |
| 5Y | +58.7% | -91.7% | +150.4% | +88.3% |
| All | +58.7% | -92.0% | +150.7% | +88.3% |
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