+113.3%
KR vs NIO
-40.3%
+153.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +0.9% |
| 7D | -2.7% | -7.3% | +4.6% | -2.7% |
| 30D | +1.9% | -22.5% | +24.4% | +1.8% |
| 3M | -11.0% | -30.9% | +19.8% | -11.2% |
| 6M | -20.2% | -37.2% | +17.0% | -20.3% |
| YTD | -7.3% | -29.8% | +22.5% | -7.4% |
| 1Y | -13.1% | -37.4% | +24.3% | -13.2% |
| 3Y | +29.7% | -64.3% | +94.1% | +29.6% |
| 5Y | +48.8% | -90.6% | +139.3% | +48.7% |
| All | +113.3% | -40.3% | +153.6% | +112.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling