+780.7%
GOOG vs KORU
+92.5%
+688.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.0% | -7.4% | +0.2% |
| 7D | 0.0% | -1.7% | +1.7% | +0.1% |
| 30D | -2.0% | +13.5% | -15.5% | -5.2% |
| 3M | -5.9% | -45.2% | +39.3% | -5.0% |
| 6M | +8.9% | +17.1% | -8.2% | -14.5% |
| YTD | +7.1% | +154.1% | -147.0% | -31.0% |
| 1Y | +39.7% | +375.7% | -336.0% | -22.3% |
| 3Y | +145.8% | +474.0% | -328.2% | +20.1% |
| 5Y | +138.6% | +60.4% | +78.2% | +39.3% |
| All | +780.7% | +92.5% | +688.2% | +320.0% |
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