+522.4%
KORU vs NIO
-62.3%
+584.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.8% | +1.7% |
| 7D | +24.3% | -6.7% | +30.9% | +27.4% |
| 30D | +37.3% | -20.0% | +57.4% | +49.9% |
| 3M | -32.8% | -30.5% | -2.3% | -22.5% |
| 6M | +36.9% | -20.7% | +57.6% | +55.2% |
| YTD | +162.6% | -25.7% | +188.3% | +204.4% |
| 1Y | +467.0% | -38.6% | +505.6% | +598.1% |
| 3Y | +522.4% | -62.3% | +584.6% | +695.4% |
| All | +522.4% | -62.3% | +584.7% | +695.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling