+56.9%
KORU vs EWT
+149.5%
-92.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.8% | +7.1% | +3.2% |
| 7D | -1.7% | -1.1% | -0.6% | +2.8% |
| 30D | +13.5% | +4.5% | +9.1% | +2.6% |
| 3M | -45.2% | +8.3% | -53.5% | -45.0% |
| 6M | +17.1% | +54.2% | -37.1% | -38.9% |
| YTD | +154.1% | +74.6% | +79.6% | +6.0% |
| 1Y | +375.7% | +84.9% | +290.8% | +79.2% |
| 3Y | +474.0% | +197.5% | +276.5% | -33.2% |
| All | +56.9% | +149.5% | -92.5% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling