+746.8%
KGC vs NIO
-46.0%
+792.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | +0.2% | -1.8% | +2.1% | +0.4% |
| 30D | -8.8% | -6.6% | -2.2% | -8.3% |
| 3M | -21.1% | -29.9% | +8.8% | -19.1% |
| 6M | -32.3% | -46.6% | +14.3% | -29.4% |
| YTD | -23.5% | -36.5% | +13.0% | -21.3% |
| 1Y | -15.0% | -51.1% | +36.2% | -11.1% |
| 3Y | +327.5% | -55.2% | +382.8% | +337.3% |
| 5Y | +244.3% | -92.3% | +336.6% | +272.6% |
| All | +746.8% | -46.0% | +792.8% | +762.5% |
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