+56.9%
KORU vs EFA
+52.4%
+4.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.0% | +8.0% | +5.2% |
| 7D | -1.7% | -1.5% | -0.2% | +4.7% |
| 30D | +13.5% | -1.7% | +15.2% | +23.6% |
| 3M | -45.2% | +3.5% | -48.7% | -45.3% |
| 6M | +17.1% | +9.5% | +7.7% | +20.4% |
| YTD | +154.1% | +12.9% | +141.3% | +155.6% |
| 1Y | +375.7% | +18.2% | +357.5% | +324.9% |
| 3Y | +474.0% | +64.8% | +409.2% | +115.3% |
| All | +56.9% | +52.4% | +4.5% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 5y: compounded portfolio wealth divided by compounded EFA 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…
5y analysis · Full analysis span regression · 6 months rolling