-20.7%
KORU vs A
+302.9%
-323.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.5% | -6.0% | -6.1% |
| 7D | +11.1% | -0.5% | +11.6% | +12.1% |
| 30D | -40.6% | 0.0% | -40.6% | -38.4% |
| 3M | -63.9% | +16.7% | -80.6% | -68.9% |
| 6M | -82.8% | +54.8% | -137.6% | -89.6% |
| YTD | -15.4% | +28.8% | -44.2% | -35.6% |
| 1Y | -3.3% | +19.3% | -22.6% | -19.5% |
| 3Y | +136.2% | +65.5% | +70.6% | +23.1% |
| 5Y | -36.7% | +12.1% | -48.8% | -44.5% |
| All | -20.7% | +302.9% | -323.6% | -82.1% |
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