-92.9%
NIO vs KIM
+34.6%
-127.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.4% | -5.3% | -5.2% |
| 7D | -14.5% | +0.1% | -14.6% | -14.5% |
| 30D | -15.0% | +14.1% | -29.1% | -22.7% |
| 3M | -35.6% | +6.0% | -41.6% | -38.4% |
| 6M | -55.7% | +13.2% | -68.9% | -60.2% |
| YTD | -43.1% | +30.4% | -73.5% | -54.2% |
| 1Y | -53.5% | +31.0% | -84.6% | -62.8% |
| 3Y | -59.8% | +67.6% | -127.5% | -75.7% |
| All | -92.9% | +34.6% | -127.4% | -94.7% |
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