+44.6%
KORU vs NIO
-36.7%
+81.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.6% | +15.0% | +13.9% |
| 7D | +13.0% | -13.0% | +26.0% | +17.7% |
| 30D | +27.3% | -18.3% | +45.6% | +35.2% |
| 3M | -55.3% | -33.2% | -22.1% | -48.9% |
| 6M | +11.6% | -21.5% | +33.1% | +22.3% |
| YTD | +158.5% | -25.5% | +184.0% | +187.9% |
| 1Y | +482.2% | -38.0% | +520.2% | +581.7% |
| 3Y | +471.9% | -65.5% | +537.4% | +617.0% |
| 5Y | +41.1% | -90.6% | +131.7% | +126.8% |
| All | +44.6% | -36.7% | +81.3% | +41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling