+82.9%
KORU vs MET
+249.3%
-166.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.4% | +8.6% | +8.6% |
| 7D | -1.7% | -0.5% | -1.2% | -1.4% |
| 30D | +13.5% | +0.5% | +13.0% | +11.8% |
| 3M | -45.2% | +11.6% | -56.8% | -54.6% |
| 6M | +17.1% | +40.8% | -23.7% | -25.0% |
| YTD | +154.1% | +25.7% | +128.5% | +81.9% |
| 1Y | +375.7% | +24.4% | +351.3% | +239.6% |
| 3Y | +474.0% | +67.5% | +406.6% | +186.6% |
| 5Y | +60.4% | +85.8% | -25.4% | -27.6% |
| All | +82.9% | +249.3% | -166.4% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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