+91.6%
KORU vs KEY
+167.1%
-75.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.7% |
| 7D | +20.1% | -0.3% | +20.4% | +20.4% |
| 30D | +47.5% | -3.3% | +50.7% | +51.3% |
| 3M | -30.1% | -0.7% | -29.3% | -29.6% |
| 6M | +20.1% | +12.5% | +7.6% | +10.5% |
| YTD | +166.6% | +8.4% | +158.2% | +153.4% |
| 1Y | +458.9% | +18.4% | +440.5% | +392.7% |
| 3Y | +531.8% | +123.3% | +408.4% | +233.2% |
| 5Y | +67.7% | +38.8% | +28.9% | +20.2% |
| 10Y | +91.6% | +169.3% | -77.7% | -1.7% |
| All | +91.6% | +167.1% | -75.6% | -1.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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