+82.9%
KORU vs LPLA
+1,251.7%
-1,168.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.9% | +7.1% | +7.6% |
| 7D | -1.7% | -1.5% | -0.2% | -0.5% |
| 30D | +13.5% | -6.0% | +19.5% | +18.4% |
| 3M | -45.2% | +24.0% | -69.2% | -55.3% |
| 6M | +17.1% | +17.0% | +0.1% | -2.0% |
| YTD | +154.1% | -0.7% | +154.8% | +138.1% |
| 1Y | +375.7% | +2.1% | +373.6% | +335.4% |
| 3Y | +474.0% | +48.7% | +425.3% | +253.2% |
| 5Y | +60.4% | +151.2% | -90.8% | -43.7% |
| All | +82.9% | +1,251.7% | -1,168.8% | -64.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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