Using a fully stochastic numerical scheme, we investigate the behaviour of a nanolaser in the low-coherence regime at the transition between spontaneous emission and lasing under the influence of intensity feedback. Studying the input-output curves as well as the second order correlations for different feedback fractions, we obtain an insight on the role played by the fraction of photons reinjected into the cavity. The interpretation of the observation is strengthened through the comparison with the temporal traces of the emitted photons and with the radiofrequency power spectra. The results give insight into the physics of nanolasers as well as validate the use of the second order autocorrelation as a sufficient tool for the interpretation of the dynamics. This confirmation offers a solid basis for the reliance on autocorrelations in experiments studying the effects of feedback in nanodevices.