+377.3%
CSCO vs KORU
+81.6%
+295.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | +0.1% |
| 7D | 0.0% | +20.1% | -20.1% | -2.4% |
| 30D | -10.7% | +47.5% | -58.2% | -15.9% |
| 3M | -8.7% | -30.1% | +21.3% | -11.0% |
| 6M | +44.9% | +20.1% | +24.8% | +20.6% |
| YTD | +44.1% | +166.6% | -122.5% | +2.4% |
| 1Y | +65.9% | +458.9% | -393.1% | +2.7% |
| 3Y | +109.0% | +531.8% | -422.8% | +17.2% |
| 5Y | +114.8% | +67.7% | +47.1% | +40.9% |
| 10Y | +377.3% | +91.6% | +285.8% | +161.2% |
| All | +377.3% | +81.6% | +295.7% | +161.2% |
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