-34.8%
KWEB vs NIO
-38.5%
+3.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | -0.1% |
| 7D | -5.6% | -2.9% | -2.7% | -4.9% |
| 30D | -10.7% | -18.7% | +8.0% | -5.9% |
| 3M | -7.4% | -29.4% | +22.0% | +1.0% |
| 6M | -19.3% | -32.5% | +13.2% | -11.8% |
| YTD | -27.8% | -27.6% | -0.1% | -22.9% |
| 1Y | -35.9% | -39.2% | +3.3% | -29.1% |
| 3Y | -1.9% | -64.3% | +62.3% | +14.4% |
| 5Y | -43.2% | -90.3% | +47.1% | -18.5% |
| All | -34.8% | -38.5% | +3.7% | -27.8% |
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