+82.9%
KORU vs NEE
+251.4%
-168.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.2% | +9.1% | +9.1% |
| 7D | -1.7% | -1.3% | -0.4% | -0.6% |
| 30D | +13.5% | -3.3% | +16.9% | +16.4% |
| 3M | -45.2% | -2.3% | -43.0% | -44.4% |
| 6M | +17.1% | -8.9% | +26.0% | +23.6% |
| YTD | +154.1% | +4.8% | +149.4% | +140.3% |
| 1Y | +375.7% | +18.7% | +356.9% | +302.8% |
| 3Y | +474.0% | +33.2% | +440.8% | +302.4% |
| 5Y | +60.4% | +10.9% | +49.6% | +31.2% |
| All | +82.9% | +251.4% | -168.4% | -51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NEE.
Daily Out/Under-Performance
Portfolio return minus NEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEE 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 NEE 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