+91.6%
KORU vs ES
+83.1%
+8.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.5% |
| 7D | +20.1% | 0.0% | +20.1% | +20.0% |
| 30D | +47.5% | -1.0% | +48.5% | +47.9% |
| 3M | -30.1% | +1.5% | -31.5% | -32.5% |
| 6M | +20.1% | -3.5% | +23.6% | +18.3% |
| YTD | +166.6% | +7.0% | +159.6% | +142.8% |
| 1Y | +458.9% | +15.3% | +443.6% | +372.7% |
| 3Y | +531.8% | +30.2% | +501.6% | +364.7% |
| 5Y | +67.7% | -4.3% | +72.0% | +58.0% |
| 10Y | +91.6% | +87.5% | +4.1% | -4.3% |
| All | +91.6% | +83.1% | +8.4% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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