+303.5%
EWY vs KORU
+92.5%
+211.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +9.0% | -5.7% | +0.2% |
| 7D | -0.1% | -1.7% | +1.6% | +0.2% |
| 30D | +7.3% | +13.5% | -6.2% | +0.9% |
| 3M | -5.1% | -45.2% | +40.1% | +3.7% |
| 6M | +42.1% | +17.1% | +24.9% | +4.9% |
| YTD | +94.1% | +154.1% | -60.0% | +5.7% |
| 1Y | +147.8% | +375.7% | -227.8% | +6.5% |
| 3Y | +222.9% | +474.0% | -251.1% | +16.3% |
| 5Y | +150.6% | +60.4% | +90.2% | +23.2% |
| All | +303.5% | +92.5% | +211.0% | +39.2% |
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