+175.8%
KO vs NIO
-51.7%
+227.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.9% | +6.8% | +1.9% |
| 7D | +3.7% | -14.5% | +18.2% | +3.9% |
| 30D | +8.1% | -15.0% | +23.1% | +8.3% |
| 3M | +14.2% | -35.6% | +49.8% | +14.8% |
| 6M | +25.2% | -55.7% | +80.9% | +26.4% |
| YTD | +44.7% | -43.1% | +87.9% | +45.5% |
| 1Y | +43.4% | -53.5% | +96.9% | +44.5% |
| 3Y | +90.1% | -59.8% | +149.9% | +90.7% |
| 5Y | +103.0% | -93.2% | +196.2% | +106.2% |
| All | +175.8% | -51.7% | +227.5% | +168.3% |
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 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