+195.3%
KLAC vs NIO
-60.1%
+255.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.9% | +1.8% | -2.5% |
| 7D | +10.0% | -14.5% | +24.4% | +12.3% |
| 30D | -14.8% | -15.0% | +0.1% | -12.9% |
| 3M | -27.2% | -35.6% | +8.4% | -23.0% |
| 6M | -17.5% | -55.7% | +38.2% | -8.8% |
| YTD | +25.8% | -43.1% | +69.0% | +34.0% |
| 1Y | +31.8% | -53.5% | +85.3% | +43.3% |
| 3Y | +195.3% | -59.8% | +255.1% | +213.0% |
| All | +195.3% | -60.1% | +255.4% | +213.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling