+1,909.3%
KLAC vs NIO
-36.7%
+1,945.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.6% | +8.9% | +7.5% |
| 7D | +5.7% | -13.0% | +18.8% | +7.8% |
| 30D | -3.6% | -18.3% | +14.7% | -0.9% |
| 3M | -12.8% | -33.2% | +20.4% | -7.7% |
| 6M | +26.1% | -21.5% | +47.5% | +29.4% |
| YTD | +53.3% | -25.5% | +78.8% | +58.4% |
| 1Y | +113.7% | -38.0% | +151.7% | +125.2% |
| 3Y | +274.9% | -65.5% | +340.3% | +304.3% |
| 5Y | +470.1% | -90.6% | +560.7% | +584.2% |
| All | +1,909.3% | -36.7% | +1,945.9% | +1,823.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling