+91.6%
KORU vs ACWI
+226.5%
-135.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +3.7% |
| 7D | +20.1% | 0.0% | +20.1% | +20.0% |
| 30D | +47.5% | -0.6% | +48.1% | +53.1% |
| 3M | -30.1% | +4.3% | -34.3% | -29.7% |
| 6M | +20.1% | +12.7% | +7.5% | +14.9% |
| YTD | +166.6% | +13.9% | +152.7% | +161.2% |
| 1Y | +458.9% | +20.5% | +438.4% | +376.9% |
| 3Y | +531.8% | +76.5% | +455.2% | +95.2% |
| 5Y | +67.7% | +67.5% | +0.2% | -24.9% |
| 10Y | +91.6% | +231.8% | -140.3% | -84.3% |
| All | +91.6% | +226.5% | -135.0% | -84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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