-18.0%
KVUE vs NIO
-58.6%
+40.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.1% | -47.2% | +60.3% | +12.4% |
| 7D | +13.1% | -47.2% | +60.3% | +12.4% |
| 30D | +13.1% | -47.2% | +60.3% | +12.4% |
| 3M | +13.1% | -47.2% | +60.3% | +12.4% |
| 6M | +12.7% | -49.8% | +62.5% | +12.1% |
| YTD | +15.9% | -37.1% | +52.9% | +14.4% |
| 1Y | +42.1% | -54.2% | +96.3% | +41.5% |
| 3Y | +17.3% | -57.3% | +74.7% | +14.5% |
| All | -18.0% | -58.6% | +40.6% | -18.2% |
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