+23.4%
KORU vs COMP
-49.4%
+72.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +2.8% |
| 7D | +24.3% | +4.1% | +20.2% | +22.5% |
| 30D | +37.3% | -14.5% | +51.9% | +45.3% |
| 3M | -32.8% | +41.8% | -74.6% | -41.2% |
| 6M | +36.9% | +23.6% | +13.3% | +28.3% |
| YTD | +162.6% | +1.7% | +160.9% | +159.4% |
| 1Y | +467.0% | +12.6% | +454.5% | +431.4% |
| 3Y | +522.4% | +221.9% | +300.5% | +275.1% |
| 5Y | +57.9% | -28.1% | +86.0% | +20.3% |
| All | +23.4% | -49.4% | +72.8% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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