-36.9%
KORU vs EMB
+7.3%
-44.1%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -4.4% |
| 7D | +11.1% | -0.9% | +12.0% | +16.2% |
| 30D | -40.6% | +0.4% | -41.0% | -41.1% |
| 3M | -63.9% | -3.1% | -60.8% | -57.9% |
| 6M | -82.8% | -2.1% | -80.8% | -79.4% |
| YTD | -15.4% | -1.1% | -14.3% | +5.8% |
| 1Y | -3.3% | -0.1% | -3.2% | +17.0% |
| 3Y | +136.2% | +29.6% | +106.6% | +35.0% |
| All | -36.9% | +7.3% | -44.1% | -21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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