+91.6%
KORU vs LII
+163.1%
-71.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +4.0% | +4.1% |
| 7D | +20.1% | +0.5% | +19.6% | +19.5% |
| 30D | +47.5% | -11.2% | +58.7% | +65.9% |
| 3M | -30.1% | -28.8% | -1.3% | +0.6% |
| 6M | +20.1% | -26.9% | +47.1% | +78.2% |
| YTD | +166.6% | -22.2% | +188.8% | +274.3% |
| 1Y | +458.9% | -32.0% | +490.9% | +774.4% |
| 3Y | +531.8% | -0.4% | +532.2% | +545.0% |
| 5Y | +67.7% | +22.4% | +45.2% | +35.6% |
| 10Y | +91.6% | +171.4% | -79.9% | -17.0% |
| All | +91.6% | +163.1% | -71.5% | -17.0% |
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