-16.2%
KORU vs FIVE
+505.3%
-521.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.4% | -3.5% | -4.0% |
| 7D | +24.3% | +2.4% | +21.9% | +22.6% |
| 30D | -44.8% | +15.8% | -60.7% | -49.4% |
| 3M | -60.0% | +3.8% | -63.8% | -61.2% |
| 6M | -78.7% | +18.5% | -97.2% | -80.7% |
| YTD | -10.6% | +31.2% | -41.8% | -22.8% |
| 1Y | -3.8% | +61.8% | -65.6% | -27.1% |
| 3Y | +142.0% | +39.9% | +102.1% | +76.3% |
| 5Y | -33.1% | +18.3% | -51.4% | -47.6% |
| All | -16.2% | +505.3% | -521.5% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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