-50.0%
KORU vs NIO
-49.2%
-0.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.9% | +0.9% | -3.1% |
| 7D | +24.3% | -4.7% | +29.0% | +26.3% |
| 30D | -44.8% | -14.3% | -30.5% | -41.7% |
| 3M | -60.0% | -32.8% | -27.2% | -54.4% |
| 6M | -78.7% | -49.8% | -28.8% | -73.1% |
| YTD | -10.6% | -40.2% | +29.6% | +7.5% |
| 1Y | -3.8% | -52.7% | +48.9% | +23.5% |
| 3Y | +142.0% | -57.9% | +199.8% | +192.9% |
| 5Y | -33.1% | -92.9% | +59.8% | +17.3% |
| All | -50.0% | -49.2% | -0.8% | -47.1% |
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