+252.1%
INTC vs KORU
+92.5%
+159.6%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +9.0% | -6.4% | +0.4% |
| 7D | +7.5% | -1.7% | +9.2% | +7.8% |
| 30D | +2.0% | +13.5% | -11.6% | -2.7% |
| 3M | -12.0% | -45.2% | +33.2% | -6.1% |
| 6M | +114.5% | +17.1% | +97.4% | +70.5% |
| YTD | +179.0% | +154.1% | +24.8% | +76.0% |
| 1Y | +318.3% | +375.7% | -57.4% | +122.2% |
| 3Y | +171.2% | +474.0% | -302.8% | +25.9% |
| 5Y | +107.6% | +60.4% | +47.2% | +17.4% |
| All | +252.1% | +92.5% | +159.6% | +63.6% |
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