+33.3%
KORU vs EWZ
+26.8%
+6.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +3.1% |
| 7D | +20.1% | -0.1% | +20.2% | +20.0% |
| 30D | +47.5% | +8.2% | +39.3% | +34.5% |
| 3M | -30.1% | +13.3% | -43.4% | -37.8% |
| 6M | +20.1% | +3.6% | +16.5% | +26.0% |
| YTD | +166.6% | +21.0% | +145.6% | +150.1% |
| 1Y | +458.9% | +34.7% | +424.3% | +368.6% |
| 3Y | +531.8% | +48.3% | +483.5% | +403.4% |
| 5Y | +67.7% | +60.1% | +7.6% | +22.5% |
| 10Y | +91.6% | +92.6% | -1.0% | +28.9% |
| All | +33.3% | +26.8% | +6.5% | +21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling