-15.3%
KHC vs NIO
-92.9%
+77.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.9% | +6.7% | +0.9% |
| 7D | -3.3% | -4.7% | +1.4% | -3.3% |
| 30D | +9.1% | -14.3% | +23.5% | +9.1% |
| 3M | +1.4% | -32.8% | +34.2% | +1.4% |
| 6M | +8.4% | -49.8% | +58.2% | +8.4% |
| YTD | +6.2% | -40.2% | +46.4% | +6.2% |
| 1Y | +5.7% | -52.7% | +58.4% | +5.8% |
| 3Y | -12.0% | -57.9% | +45.8% | -12.5% |
| 5Y | -15.3% | -92.9% | +77.5% | -19.1% |
| All | -15.3% | -92.9% | +77.5% | -19.1% |
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