+82.9%
KORU vs LMT
+188.6%
-105.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.1% | +10.1% | +9.6% |
| 7D | -1.7% | -0.2% | -1.5% | -1.8% |
| 30D | +13.5% | -13.1% | +26.6% | +21.3% |
| 3M | -45.2% | -3.9% | -41.3% | -46.2% |
| 6M | +17.1% | -18.3% | +35.4% | +26.8% |
| YTD | +154.1% | +10.3% | +143.8% | +126.7% |
| 1Y | +375.7% | +14.2% | +361.4% | +314.1% |
| 3Y | +474.0% | +35.0% | +439.0% | +308.0% |
| 5Y | +60.4% | +73.2% | -12.8% | -18.1% |
| All | +82.9% | +188.6% | -105.7% | +10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LMT.
Daily Out/Under-Performance
Portfolio return minus LMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LMT 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 LMT 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