-47.4%
KORU vs NIO
-46.0%
-1.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -1.2% | +19.7% | +18.8% |
| 7D | -18.1% | -1.8% | -16.3% | -17.2% |
| 30D | -45.7% | -6.6% | -39.1% | -44.2% |
| 3M | -51.6% | -29.9% | -21.7% | -45.6% |
| 6M | -82.6% | -46.6% | -36.0% | -78.5% |
| YTD | -5.9% | -36.5% | +30.5% | +11.0% |
| 1Y | +3.3% | -51.1% | +54.4% | +31.0% |
| 3Y | +154.5% | -55.2% | +209.7% | +202.3% |
| 5Y | -26.6% | -92.3% | +65.7% | +26.1% |
| All | -47.4% | -46.0% | -1.4% | -45.4% |
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 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