+131.7%
KORU vs JOBY
-41.4%
+173.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.3% | +7.7% | +8.5% |
| 7D | -1.7% | -5.2% | +3.5% | +0.4% |
| 30D | +13.5% | -19.7% | +33.3% | +24.5% |
| 3M | -45.2% | -31.7% | -13.5% | -33.9% |
| 6M | +17.1% | -37.5% | +54.7% | +55.7% |
| YTD | +154.1% | -51.6% | +205.7% | +265.0% |
| 1Y | +375.7% | -53.3% | +429.0% | +580.2% |
| 3Y | +474.0% | -12.2% | +486.2% | +511.2% |
| 5Y | +60.4% | -31.3% | +91.7% | +52.7% |
| All | +131.7% | -41.4% | +173.1% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 JOBY 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