+67.9%
KORU vs EAT
+379.9%
-312.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.3% | -12.2% | -12.4% |
| 7D | +2.3% | -6.2% | +8.5% | +5.1% |
| 30D | +20.0% | -3.0% | +23.0% | +21.5% |
| 3M | -32.7% | +45.6% | -78.4% | -43.9% |
| 6M | +13.3% | +53.5% | -40.2% | -7.7% |
| YTD | +133.2% | +49.6% | +83.6% | +91.6% |
| 1Y | +357.3% | +38.9% | +318.4% | +277.8% |
| 3Y | +452.7% | +589.7% | -137.0% | +110.3% |
| 5Y | +47.2% | +318.7% | -271.5% | -33.5% |
| All | +67.9% | +379.9% | -312.0% | -42.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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