+111.9%
INTC vs KORU
-21.4%
+133.4%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.4% | +2.9% | -1.1% |
| 7D | +6.0% | +11.1% | -5.1% | +2.9% |
| 30D | -39.2% | -40.6% | +1.4% | -31.5% |
| 3M | -42.9% | -63.9% | +21.0% | -29.4% |
| 6M | -50.4% | -82.8% | +32.4% | -35.0% |
| YTD | +61.7% | -15.4% | +77.1% | +30.3% |
| 1Y | +66.1% | -3.3% | +69.4% | +29.0% |
| 3Y | +58.1% | +136.2% | -78.0% | -10.0% |
| 5Y | +27.9% | -36.7% | +64.6% | -10.6% |
| All | +111.9% | -21.4% | +133.4% | +21.8% |
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