-49.8%
NIO vs KIM
+11.0%
-60.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.6% | -5.2% | -6.1% |
| 7D | -4.7% | -0.7% | -4.0% | -4.9% |
| 30D | -14.3% | +13.4% | -27.7% | -8.9% |
| 3M | -32.8% | +6.5% | -39.4% | -31.4% |
| 6M | -49.8% | +10.6% | -60.4% | -43.2% |
| All | -49.8% | +11.0% | -60.8% | -43.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling