+67.9%
KORU vs ISRG
+380.4%
-312.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ISRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +2.0% | -14.6% | -14.5% |
| 7D | +2.3% | -2.5% | +4.9% | +4.2% |
| 30D | +20.0% | -10.2% | +30.2% | +31.5% |
| 3M | -32.7% | -12.5% | -20.2% | -29.6% |
| 6M | +13.3% | -25.8% | +39.1% | +40.7% |
| YTD | +133.2% | -36.4% | +169.6% | +240.2% |
| 1Y | +357.3% | -19.9% | +377.2% | +414.1% |
| 3Y | +452.7% | +20.9% | +431.8% | +280.5% |
| 5Y | +47.2% | +5.7% | +41.5% | +14.1% |
| All | +67.9% | +380.4% | -312.5% | -69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ISRG.
Daily Out/Under-Performance
Portfolio return minus ISRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ISRG 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 ISRG 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