+67.9%
KORU vs EW
+126.7%
-58.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +0.7% | -13.2% | -13.1% |
| 7D | +2.3% | -3.4% | +5.7% | +5.0% |
| 30D | +20.0% | -7.4% | +27.4% | +27.0% |
| 3M | -32.7% | +0.9% | -33.6% | -34.7% |
| 6M | +13.3% | +1.2% | +12.2% | +11.0% |
| YTD | +133.2% | +1.8% | +131.4% | +128.6% |
| 1Y | +357.3% | +10.8% | +346.4% | +313.4% |
| 3Y | +452.7% | +17.1% | +435.5% | +327.7% |
| 5Y | +47.2% | -28.2% | +75.4% | +79.1% |
| All | +67.9% | +126.7% | -58.9% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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