+606.1%
COST vs KORU
+92.5%
+513.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +9.0% | -8.7% | -0.2% |
| 7D | -1.2% | -1.7% | +0.5% | -1.2% |
| 30D | -4.7% | +13.5% | -18.3% | -5.9% |
| 3M | -7.1% | -45.2% | +38.1% | -6.6% |
| 6M | -8.5% | +17.1% | -25.7% | -18.1% |
| YTD | +5.4% | +154.1% | -148.8% | -13.9% |
| 1Y | -5.6% | +375.7% | -381.3% | -28.4% |
| 3Y | +68.5% | +474.0% | -405.5% | +19.1% |
| 5Y | +105.2% | +60.4% | +44.8% | +57.0% |
| All | +606.1% | +92.5% | +513.6% | +389.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KORU.
Daily Out/Under-Performance
Portfolio return minus KORU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KORU 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 10y: compounded portfolio wealth divided by compounded KORU 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…
10y analysis · Full analysis span regression · 6 months rolling