+91.7%
KNX vs NIO
-51.7%
+143.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.9% | +8.2% | +3.6% |
| 7D | +9.2% | -14.5% | +23.7% | +10.2% |
| 30D | +0.9% | -15.0% | +15.9% | +1.9% |
| 3M | -12.7% | -35.6% | +22.8% | -10.4% |
| 6M | +7.3% | -55.7% | +63.0% | +12.5% |
| YTD | +23.1% | -43.1% | +66.2% | +26.6% |
| 1Y | +47.1% | -53.5% | +100.6% | +53.0% |
| 3Y | +33.3% | -59.8% | +93.1% | +36.4% |
| 5Y | +12.1% | -93.2% | +105.3% | +20.9% |
| All | +91.7% | -51.7% | +143.4% | +79.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling