+116.3%
KNX vs NIO
-36.7%
+153.0%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.6% | +5.3% | +3.9% |
| 7D | +7.4% | -13.0% | +20.4% | +8.3% |
| 30D | +2.0% | -18.3% | +20.2% | +3.2% |
| 3M | -7.9% | -33.2% | +25.3% | -5.6% |
| 6M | +14.4% | -21.5% | +35.8% | +15.6% |
| YTD | +38.9% | -25.5% | +64.4% | +40.6% |
| 1Y | +65.9% | -38.0% | +103.9% | +69.4% |
| 3Y | +35.8% | -65.5% | +101.3% | +40.0% |
| 5Y | +43.3% | -90.6% | +133.9% | +51.8% |
| All | +116.3% | -36.7% | +153.0% | +98.8% |
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