+47.2%
KORU vs IT
-46.1%
+93.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +0.5% | -13.1% | -12.7% |
| 7D | +2.3% | -12.7% | +15.0% | +5.7% |
| 30D | +20.0% | -8.9% | +28.9% | +21.9% |
| 3M | -32.7% | +10.1% | -42.9% | -38.8% |
| 6M | +13.3% | +7.3% | +6.1% | +1.3% |
| YTD | +133.2% | -32.4% | +165.6% | +172.6% |
| 1Y | +357.3% | -26.6% | +383.9% | +391.3% |
| 3Y | +452.7% | -51.8% | +504.5% | +697.7% |
| 5Y | +47.2% | -45.6% | +92.8% | +74.7% |
| All | +47.2% | -46.1% | +93.3% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling