+82.9%
KORU vs IT
+103.1%
-20.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.3% | +3.7% | +6.1% |
| 7D | -1.7% | -3.7% | +2.0% | +0.1% |
| 30D | +13.5% | +0.1% | +13.5% | +11.9% |
| 3M | -45.2% | +20.7% | -65.9% | -57.3% |
| 6M | +17.1% | +12.0% | +5.2% | -8.9% |
| YTD | +154.1% | -28.8% | +183.0% | +167.8% |
| 1Y | +375.7% | -25.5% | +401.2% | +371.7% |
| 3Y | +474.0% | -48.8% | +522.8% | +645.9% |
| 5Y | +60.4% | -42.7% | +103.2% | +89.8% |
| All | +82.9% | +103.1% | -20.2% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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