+82.9%
KORU vs CMCSA
+7.4%
+75.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.1% | +8.9% | +8.9% |
| 7D | -1.7% | -4.9% | +3.2% | +1.4% |
| 30D | +13.5% | -1.1% | +14.6% | +12.5% |
| 3M | -45.2% | +6.6% | -51.8% | -52.2% |
| 6M | +17.1% | -15.5% | +32.6% | +19.7% |
| YTD | +154.1% | -6.7% | +160.8% | +130.2% |
| 1Y | +375.7% | -15.6% | +391.3% | +366.8% |
| 3Y | +474.0% | -33.7% | +507.7% | +594.2% |
| 5Y | +60.4% | -46.6% | +107.0% | +144.8% |
| All | +82.9% | +7.4% | +75.5% | +61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 CMCSA 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