-90.6%
NIO vs KIM
+34.4%
-125.1%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.4% |
| 7D | -13.0% | +0.4% | -13.5% | -13.3% |
| 30D | -18.3% | -4.0% | -14.3% | -16.1% |
| 3M | -33.2% | +0.5% | -33.8% | -34.2% |
| 6M | -21.5% | +3.6% | -25.1% | -24.5% |
| YTD | -25.5% | +20.4% | -45.9% | -36.0% |
| 1Y | -38.0% | +9.7% | -47.7% | -43.2% |
| 3Y | -65.5% | +46.0% | -111.4% | -76.0% |
| All | -90.6% | +34.4% | -125.1% | -92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling