+49.1%
KORU vs NIO
-38.3%
+87.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +3.9% | +2.2% |
| 7D | +20.1% | -4.1% | +24.2% | +21.5% |
| 30D | +47.5% | -23.2% | +70.7% | +59.6% |
| 3M | -30.1% | -29.9% | -0.1% | -22.3% |
| 6M | +20.1% | -25.1% | +45.2% | +33.2% |
| YTD | +166.6% | -27.5% | +194.0% | +199.2% |
| 1Y | +458.9% | -41.1% | +500.0% | +564.3% |
| 3Y | +531.8% | -63.1% | +594.9% | +678.2% |
| 5Y | +67.7% | -90.4% | +158.1% | +168.9% |
| All | +49.1% | -38.3% | +87.5% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 10y: compounded portfolio wealth divided by compounded NIO 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…
10y analysis · Full analysis span regression · 6 months rolling