+47.2%
KORU vs ICE
+38.6%
+8.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.4% | -12.1% | -12.3% |
| 7D | +2.3% | -5.3% | +7.7% | +5.5% |
| 30D | +20.0% | +3.0% | +17.0% | +17.1% |
| 3M | -32.7% | +11.4% | -44.2% | -39.8% |
| 6M | +13.3% | -2.0% | +15.4% | +11.9% |
| YTD | +133.2% | -3.1% | +136.3% | +127.6% |
| 1Y | +357.3% | -8.4% | +365.6% | +367.5% |
| 3Y | +452.7% | +40.7% | +411.9% | +231.1% |
| 5Y | +47.2% | +40.0% | +7.2% | -8.7% |
| All | +47.2% | +38.6% | +8.6% | -8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling