+67.9%
KORU vs LSCC
+1,847.8%
-1,779.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.1% | -11.4% | -11.6% |
| 7D | +2.3% | +0.4% | +1.9% | +2.2% |
| 30D | +20.0% | -9.5% | +29.5% | +32.4% |
| 3M | -32.7% | -13.8% | -19.0% | -12.5% |
| 6M | +13.3% | +24.5% | -11.2% | +26.6% |
| YTD | +133.2% | +55.1% | +78.1% | +127.7% |
| 1Y | +357.3% | +72.5% | +284.8% | +318.7% |
| 3Y | +452.7% | +24.5% | +428.1% | +465.2% |
| 5Y | +47.2% | +81.8% | -34.6% | +11.3% |
| All | +67.9% | +1,847.8% | -1,779.9% | -63.3% |
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