-39.3%
KWEB vs NIO
-51.7%
+12.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +5.0% | +1.3% |
| 7D | -7.8% | -14.5% | +6.6% | -4.1% |
| 30D | -6.4% | -15.0% | +8.5% | -2.6% |
| 3M | -14.6% | -35.6% | +21.0% | -4.8% |
| 6M | -25.0% | -55.7% | +30.6% | -8.4% |
| YTD | -32.7% | -43.1% | +10.5% | -23.7% |
| 1Y | -37.3% | -53.5% | +16.2% | -25.5% |
| 3Y | -5.9% | -59.8% | +53.9% | +7.5% |
| 5Y | -47.1% | -93.2% | +46.1% | -18.1% |
| All | -39.3% | -51.7% | +12.4% | -28.6% |
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