+81.7%
KO vs NIO
-90.3%
+172.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.9% |
| 7D | -0.8% | -4.1% | +3.4% | -0.7% |
| 30D | +0.8% | -23.2% | +24.0% | +1.2% |
| 3M | +8.3% | -29.9% | +38.3% | +8.9% |
| 6M | +14.0% | -25.1% | +39.1% | +14.4% |
| YTD | +26.9% | -27.5% | +54.4% | +27.3% |
| 1Y | +32.7% | -41.1% | +73.8% | +33.4% |
| 3Y | +63.9% | -63.1% | +127.1% | +65.2% |
| 5Y | +81.7% | -90.4% | +172.1% | +84.3% |
| All | +81.7% | -90.3% | +172.0% | +84.3% |
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 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