+82.9%
KORU vs EWZ
+94.8%
-11.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.0% | +9.9% | +10.1% |
| 7D | -1.7% | +0.9% | -2.6% | -3.1% |
| 30D | +13.5% | +12.8% | +0.7% | -2.0% |
| 3M | -45.2% | +10.8% | -56.0% | -50.9% |
| 6M | +17.1% | +2.5% | +14.6% | +24.2% |
| YTD | +154.1% | +21.4% | +132.8% | +135.6% |
| 1Y | +375.7% | +32.8% | +342.9% | +298.8% |
| 3Y | +474.0% | +45.2% | +428.8% | +358.2% |
| 5Y | +60.4% | +63.0% | -2.6% | +11.8% |
| All | +82.9% | +94.8% | -11.8% | +23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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