+82.9%
KORU vs A
+256.4%
-173.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.7% | +6.3% | +5.7% |
| 7D | -1.7% | -2.6% | +0.9% | +1.7% |
| 30D | +13.5% | -0.9% | +14.4% | +15.8% |
| 3M | -45.2% | +13.6% | -58.8% | -52.9% |
| 6M | +17.1% | +27.8% | -10.7% | -12.0% |
| YTD | +154.1% | +8.6% | +145.5% | +131.2% |
| 1Y | +375.7% | +16.9% | +358.8% | +289.3% |
| 3Y | +474.0% | +32.9% | +441.1% | +278.8% |
| 5Y | +60.4% | -14.1% | +74.5% | +93.2% |
| All | +82.9% | +256.4% | -173.5% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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