+222.0%
KGC vs NIO
-93.2%
+315.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.2% | +0.8% |
| 7D | -6.7% | -14.5% | +7.8% | -4.9% |
| 30D | -6.7% | -15.0% | +8.3% | -4.8% |
| 3M | -22.6% | -35.6% | +13.0% | -18.6% |
| 6M | -33.4% | -55.7% | +22.2% | -27.2% |
| YTD | -26.0% | -43.1% | +17.2% | -21.6% |
| 1Y | -18.3% | -53.5% | +35.2% | -11.7% |
| 3Y | +315.8% | -59.8% | +375.6% | +337.0% |
| All | +222.0% | -93.2% | +315.2% | +256.6% |
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