+67.9%
KORU vs CAPR
-78.6%
+146.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -3.9% | -8.6% | -12.4% |
| 7D | +2.3% | -10.6% | +12.9% | +2.8% |
| 30D | +20.0% | +111.2% | -91.2% | +15.6% |
| 3M | -32.7% | -67.2% | +34.5% | -31.2% |
| 6M | +13.3% | -75.1% | +88.5% | +17.4% |
| YTD | +133.2% | -71.2% | +204.4% | +139.6% |
| 1Y | +357.3% | +31.1% | +326.1% | +299.2% |
| 3Y | +452.7% | +31.3% | +421.3% | +343.7% |
| 5Y | +47.2% | +69.4% | -22.2% | +13.0% |
| All | +67.9% | -78.6% | +146.5% | +28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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