+143.3%
KO vs NIO
-36.7%
+180.0%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.8% |
| 7D | -1.8% | -13.0% | +11.3% | -1.6% |
| 30D | +1.4% | -18.3% | +19.7% | +1.7% |
| 3M | +15.4% | -33.2% | +48.6% | +15.9% |
| 6M | +14.3% | -21.5% | +35.8% | +14.5% |
| YTD | +27.7% | -25.5% | +53.2% | +28.0% |
| 1Y | +32.7% | -38.0% | +70.7% | +33.2% |
| 3Y | +62.2% | -65.5% | +127.7% | +63.1% |
| 5Y | +80.0% | -90.6% | +170.6% | +82.2% |
| All | +143.3% | -36.7% | +180.0% | +135.9% |
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