+82.9%
KORU vs LNT
+148.3%
-65.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | 0.0% | +9.0% | +9.0% |
| 7D | -1.7% | -1.0% | -0.7% | -0.8% |
| 30D | +13.5% | -4.2% | +17.8% | +17.4% |
| 3M | -45.2% | -6.7% | -38.5% | -43.4% |
| 6M | +17.1% | -3.6% | +20.7% | +14.7% |
| YTD | +154.1% | +5.9% | +148.3% | +130.0% |
| 1Y | +375.7% | +7.3% | +368.4% | +321.6% |
| 3Y | +474.0% | +46.5% | +427.5% | +273.7% |
| 5Y | +60.4% | +32.5% | +27.9% | +12.1% |
| All | +82.9% | +148.3% | -65.4% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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