+297.2%
KLAC vs NIO
-92.0%
+389.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.9% | +1.8% |
| 7D | -2.1% | +2.8% | -4.9% | -2.5% |
| 30D | -21.8% | -8.4% | -13.4% | -20.4% |
| 3M | -20.5% | -32.0% | +11.4% | -14.9% |
| 6M | -18.0% | -43.9% | +26.0% | -9.2% |
| YTD | +26.4% | -35.7% | +62.1% | +35.2% |
| 1Y | +26.3% | -51.1% | +77.4% | +41.7% |
| 3Y | +193.3% | -54.7% | +248.0% | +208.4% |
| 5Y | +297.2% | -91.7% | +388.9% | +438.0% |
| All | +297.2% | -92.0% | +389.2% | +438.0% |
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 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