-16.2%
KORU vs LII
+166.1%
-182.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.8% | -4.2% | -4.2% |
| 7D | +24.3% | -0.2% | +24.6% | +24.9% |
| 30D | -44.8% | -0.6% | -44.3% | -46.2% |
| 3M | -60.0% | -17.0% | -43.0% | -53.2% |
| 6M | -78.7% | -31.1% | -47.5% | -68.8% |
| YTD | -10.6% | -27.7% | +17.1% | +31.1% |
| 1Y | -3.8% | -26.2% | +22.4% | +38.1% |
| 3Y | +142.0% | -9.6% | +151.6% | +165.7% |
| 5Y | -33.1% | +15.7% | -48.7% | -44.2% |
| All | -16.2% | +166.1% | -182.3% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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