+82.9%
KORU vs LEN
+108.0%
-25.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.2% | +6.8% | +7.1% |
| 7D | -1.7% | -4.8% | +3.1% | +2.7% |
| 30D | +13.5% | -6.6% | +20.1% | +20.6% |
| 3M | -45.2% | -15.7% | -29.5% | -36.5% |
| 6M | +17.1% | -16.6% | +33.8% | +44.8% |
| YTD | +154.1% | -21.3% | +175.5% | +226.2% |
| 1Y | +375.7% | -42.0% | +417.7% | +658.3% |
| 3Y | +474.0% | -27.9% | +501.9% | +627.7% |
| 5Y | +60.4% | -10.7% | +71.1% | +67.7% |
| All | +82.9% | +108.0% | -25.1% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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