-16.2%
KORU vs LSCC
+1,435.5%
-1,451.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.2% | -1.7% | -2.1% |
| 7D | +24.3% | +21.2% | +3.1% | +6.3% |
| 30D | -44.8% | -1.9% | -42.9% | -40.3% |
| 3M | -60.0% | -8.1% | -52.0% | -52.4% |
| 6M | -78.7% | -5.2% | -73.4% | -70.0% |
| YTD | -10.6% | +61.5% | -72.1% | -7.7% |
| 1Y | -3.8% | +81.3% | -85.1% | -8.4% |
| 3Y | +142.0% | +108.7% | +33.3% | +89.8% |
| 5Y | -33.1% | +44.1% | -77.2% | -36.1% |
| All | -16.2% | +1,435.5% | -1,451.7% | -81.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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