-20.7%
KORU vs EW
+254.3%
-275.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -6.5% |
| 7D | +11.1% | +4.9% | +6.2% | +7.2% |
| 30D | -40.6% | +23.9% | -64.5% | -50.7% |
| 3M | -63.9% | +15.8% | -79.7% | -68.6% |
| 6M | -82.8% | +31.7% | -114.5% | -86.7% |
| YTD | -15.4% | +25.7% | -41.1% | -31.4% |
| 1Y | -3.3% | +24.4% | -27.7% | -21.1% |
| 3Y | +136.2% | +65.9% | +70.3% | +31.1% |
| 5Y | -36.7% | -7.6% | -29.1% | -38.3% |
| All | -20.7% | +254.3% | -275.1% | -65.9% |
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