+755.6%
GOOGL vs KORU
+92.5%
+663.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +9.0% | -7.2% | +0.4% |
| 7D | 0.0% | -1.7% | +1.7% | +0.1% |
| 30D | -1.4% | +13.5% | -14.9% | -4.6% |
| 3M | -5.3% | -45.2% | +39.9% | -4.4% |
| 6M | +9.8% | +17.1% | -7.3% | -13.9% |
| YTD | +8.4% | +154.1% | -145.8% | -30.3% |
| 1Y | +41.2% | +375.7% | -334.5% | -21.5% |
| 3Y | +149.6% | +474.0% | -324.4% | +21.8% |
| 5Y | +142.6% | +60.4% | +82.2% | +41.4% |
| All | +755.6% | +92.5% | +663.1% | +305.9% |
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