-92.2%
NIO vs KIM
+31.1%
-123.2%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.4% | +6.2% |
| 7D | +5.6% | +4.1% | +1.5% | +2.7% |
| 30D | -4.2% | +16.8% | -21.0% | -14.4% |
| 3M | -26.3% | +5.7% | -32.0% | -29.4% |
| 6M | -42.5% | +9.7% | -52.2% | -47.2% |
| YTD | -33.5% | +30.2% | -63.8% | -46.4% |
| 1Y | -52.7% | +32.1% | -84.8% | -62.4% |
| 3Y | -57.5% | +58.6% | -116.1% | -72.9% |
| All | -92.2% | +31.1% | -123.2% | -94.3% |
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