-27.3%
KORU vs LSCC
+1,398.6%
-1,425.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +8.4% | +2.8% | +4.0% |
| 7D | -25.8% | +19.3% | -45.2% | -34.2% |
| 30D | -56.9% | -9.6% | -47.3% | -50.2% |
| 3M | -55.7% | -12.4% | -43.3% | -45.4% |
| 6M | -83.7% | -10.5% | -73.2% | -76.0% |
| YTD | -15.3% | +54.8% | -70.1% | -10.0% |
| 1Y | +3.4% | +79.4% | -76.0% | -0.7% |
| 3Y | +133.8% | +109.6% | +24.2% | +82.4% |
| 5Y | -35.4% | +40.4% | -75.7% | -37.1% |
| 10Y | -27.3% | +1,379.1% | -1,406.4% | -83.6% |
| All | -27.3% | +1,398.6% | -1,425.9% | -83.6% |
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