+16.6%
KORU vs EWJ
+175.9%
-159.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.6% | -11.9% | -10.9% |
| 7D | +2.3% | -1.5% | +3.8% | +6.8% |
| 30D | +20.0% | +0.2% | +19.8% | +22.9% |
| 3M | -32.7% | +8.6% | -41.3% | -34.2% |
| 6M | +13.3% | +12.1% | +1.2% | +23.6% |
| YTD | +133.2% | +20.1% | +113.1% | +129.1% |
| 1Y | +357.3% | +25.2% | +332.1% | +315.0% |
| 3Y | +452.7% | +70.8% | +381.9% | +153.8% |
| 5Y | +47.2% | +49.2% | -2.0% | +8.6% |
| 10Y | +67.6% | +138.6% | -71.0% | -29.3% |
| All | +16.6% | +175.9% | -159.3% | -58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling