-42.5%
NIO vs KIM
+10.6%
-53.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.4% | +6.4% | +5.8% |
| 7D | +5.6% | +4.1% | +1.5% | +7.4% |
| 30D | -4.2% | +16.8% | -21.0% | +3.7% |
| 3M | -26.3% | +5.7% | -32.0% | -25.2% |
| 6M | -42.5% | +9.7% | -52.2% | -35.6% |
| All | -42.5% | +10.6% | -53.1% | -35.6% |
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