+82.9%
KORU vs EWT
+523.5%
-440.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.8% | +7.1% | +3.4% |
| 7D | -1.7% | -1.1% | -0.6% | +2.7% |
| 30D | +13.5% | +4.5% | +9.1% | +2.9% |
| 3M | -45.2% | +8.3% | -53.5% | -44.7% |
| 6M | +17.1% | +54.2% | -37.1% | -39.9% |
| YTD | +154.1% | +74.6% | +79.6% | +2.1% |
| 1Y | +375.7% | +84.9% | +290.8% | +70.3% |
| 3Y | +474.0% | +197.5% | +276.5% | -41.6% |
| 5Y | +60.4% | +150.6% | -90.2% | -66.4% |
| All | +82.9% | +523.5% | -440.6% | -94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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