-50.3%
NIO vs KIM
+119.9%
-170.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.4% | -3.4% | -3.6% |
| 7D | +2.8% | +2.8% | +0.1% | +1.7% |
| 30D | -8.4% | +15.9% | -24.3% | -14.0% |
| 3M | -32.0% | +7.8% | -39.7% | -34.2% |
| 6M | -43.9% | +11.9% | -55.8% | -47.1% |
| YTD | -35.7% | +31.0% | -66.7% | -43.3% |
| 1Y | -51.1% | +32.3% | -83.5% | -57.1% |
| 3Y | -54.7% | +65.5% | -120.2% | -64.4% |
| 5Y | -91.7% | +37.2% | -128.9% | -92.9% |
| All | -50.3% | +119.9% | -170.2% | -69.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling