+82.9%
KORU vs ICE
+220.6%
-137.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.0% | +8.0% | +8.0% |
| 7D | -1.7% | -2.4% | +0.7% | +0.7% |
| 30D | +13.5% | +4.0% | +9.5% | +8.1% |
| 3M | -45.2% | +13.7% | -58.9% | -55.4% |
| 6M | +17.1% | +0.9% | +16.2% | +6.2% |
| YTD | +154.1% | -2.1% | +156.3% | +132.7% |
| 1Y | +375.7% | -9.5% | +385.2% | +369.0% |
| 3Y | +474.0% | +42.1% | +431.9% | +213.1% |
| 5Y | +60.4% | +41.4% | +19.0% | -11.4% |
| All | +82.9% | +220.6% | -137.7% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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