+171.2%
KO vs NIO
-46.0%
+217.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.7% |
| 7D | +1.8% | -1.8% | +3.7% | +1.9% |
| 30D | +8.7% | -6.6% | +15.3% | +8.7% |
| 3M | +13.5% | -29.9% | +43.4% | +14.0% |
| 6M | +25.6% | -46.6% | +72.2% | +26.5% |
| YTD | +42.3% | -36.5% | +78.7% | +42.9% |
| 1Y | +39.9% | -51.1% | +91.0% | +40.9% |
| 3Y | +87.5% | -55.2% | +142.8% | +87.9% |
| 5Y | +99.1% | -92.3% | +191.4% | +102.0% |
| All | +171.2% | -46.0% | +217.2% | +163.4% |
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