+82.9%
KORU vs ADP
+286.3%
-203.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.0% | +8.0% | +8.1% |
| 7D | -1.7% | -2.8% | +1.0% | +0.6% |
| 30D | +13.5% | +0.2% | +13.3% | +12.1% |
| 3M | -45.2% | +20.5% | -65.7% | -60.6% |
| 6M | +17.1% | +28.8% | -11.6% | -27.2% |
| YTD | +154.1% | +6.6% | +147.5% | +93.2% |
| 1Y | +375.7% | -6.9% | +382.6% | +319.8% |
| 3Y | +474.0% | +16.1% | +457.9% | +268.0% |
| 5Y | +60.4% | +49.3% | +11.1% | -26.0% |
| All | +82.9% | +286.3% | -203.4% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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