+62.9%
KORU vs LIN
+362.4%
-299.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.0% | +14.4% | +14.9% |
| 7D | +13.0% | -2.1% | +15.1% | +16.6% |
| 30D | +27.3% | -2.4% | +29.7% | +29.8% |
| 3M | -55.3% | -5.6% | -49.7% | -53.3% |
| 6M | +11.6% | -3.4% | +15.0% | +9.5% |
| YTD | +158.5% | +13.1% | +145.4% | +98.2% |
| 1Y | +482.2% | +2.5% | +479.7% | +405.6% |
| 3Y | +471.9% | +27.6% | +444.3% | +249.3% |
| 5Y | +41.1% | +63.0% | -21.9% | -40.0% |
| All | +62.9% | +362.4% | -299.5% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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