+82.9%
KORU vs EEM
+133.3%
-50.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.3% | +7.7% | +4.7% |
| 7D | -1.7% | -1.3% | -0.5% | +3.5% |
| 30D | +13.5% | +2.1% | +11.5% | +11.3% |
| 3M | -45.2% | +1.0% | -46.2% | -27.9% |
| 6M | +17.1% | +15.9% | +1.2% | +44.8% |
| YTD | +154.1% | +24.6% | +129.5% | +182.0% |
| 1Y | +375.7% | +32.3% | +343.4% | +365.1% |
| 3Y | +474.0% | +85.9% | +388.1% | +154.6% |
| 5Y | +60.4% | +45.4% | +15.1% | +86.6% |
| All | +82.9% | +133.3% | -50.3% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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