+82.9%
KORU vs EWJ
+144.4%
-61.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.2% | +6.8% | +1.9% |
| 7D | -1.7% | +0.3% | -2.0% | -2.2% |
| 30D | +13.5% | +0.8% | +12.7% | +14.0% |
| 3M | -45.2% | +7.5% | -52.7% | -46.6% |
| 6M | +17.1% | +15.6% | +1.5% | +16.3% |
| YTD | +154.1% | +22.7% | +131.4% | +127.1% |
| 1Y | +375.7% | +26.4% | +349.3% | +298.7% |
| 3Y | +474.0% | +72.5% | +401.5% | +103.0% |
| 5Y | +60.4% | +52.4% | +8.0% | -3.0% |
| All | +82.9% | +144.4% | -61.5% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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