-42.6%
NIO vs KIM
+103.5%
-146.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -0.6% |
| 7D | -6.7% | -0.3% | -6.3% | -6.5% |
| 30D | -20.0% | -1.7% | -18.3% | -19.5% |
| 3M | -30.5% | -0.8% | -29.6% | -30.5% |
| 6M | -20.7% | +4.4% | -25.1% | -22.7% |
| YTD | -25.7% | +21.2% | -46.9% | -32.2% |
| 1Y | -38.6% | +10.5% | -49.1% | -41.8% |
| 3Y | -62.3% | +47.5% | -109.7% | -68.7% |
| 5Y | -90.1% | +37.1% | -127.1% | -91.4% |
| All | -42.6% | +103.5% | -146.1% | -63.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling