-53.9%
NIO vs KIM
+33.1%
-87.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.6% | -0.1% | +3.2% |
| 7D | -0.6% | +10.6% | -11.2% | -1.1% |
| 30D | -3.5% | +17.5% | -21.0% | -4.2% |
| 3M | -30.7% | +4.7% | -35.4% | -30.7% |
| 6M | -45.6% | +13.1% | -58.8% | -47.2% |
| YTD | -35.3% | +32.1% | -67.4% | -39.6% |
| 1Y | -53.9% | +32.7% | -86.6% | -57.2% |
| All | -53.9% | +33.1% | -87.0% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1y: compounded portfolio wealth divided by compounded KIM 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…
1y analysis · Full analysis span regression · 6 months rolling