+16.6%
KORU vs LNT
+308.6%
-291.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.9% | -11.6% | -11.8% |
| 7D | +2.3% | -1.1% | +3.4% | +3.3% |
| 30D | +20.0% | -1.9% | +22.0% | +22.1% |
| 3M | -32.7% | -7.2% | -25.5% | -30.2% |
| 6M | +13.3% | -3.9% | +17.2% | +11.4% |
| YTD | +133.2% | +5.9% | +127.3% | +111.8% |
| 1Y | +357.3% | +8.4% | +348.9% | +303.5% |
| 3Y | +452.7% | +46.6% | +406.1% | +265.8% |
| 5Y | +47.2% | +32.4% | +14.8% | +4.5% |
| 10Y | +67.6% | +147.9% | -80.3% | -27.6% |
| All | +16.6% | +308.6% | -291.9% | -73.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling