+177.9%
KO vs KORU
+76.6%
+101.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -12.5% | +12.8% | +0.9% |
| 7D | -1.1% | +2.3% | -3.4% | -1.3% |
| 30D | +1.6% | +20.0% | -18.5% | +0.2% |
| 3M | +5.8% | -32.7% | +38.5% | +4.5% |
| 6M | +14.3% | +13.3% | +1.0% | +3.9% |
| YTD | +27.3% | +133.2% | -105.9% | +7.6% |
| 1Y | +33.2% | +357.3% | -324.1% | +5.0% |
| 3Y | +64.5% | +452.7% | -388.2% | +21.7% |
| 5Y | +83.1% | +47.2% | +35.9% | +48.6% |
| All | +177.9% | +76.6% | +101.2% | +83.1% |
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