+426.7%
KORU vs NEE
+34.5%
+392.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.3% | -12.3% | -12.4% |
| 7D | +2.3% | -1.9% | +4.2% | +3.1% |
| 30D | +20.0% | -3.1% | +23.1% | +21.5% |
| 3M | -32.7% | -2.4% | -30.3% | -32.2% |
| 6M | +13.3% | -8.6% | +21.9% | +17.5% |
| YTD | +133.2% | +4.9% | +128.3% | +127.9% |
| 1Y | +357.3% | +19.4% | +337.9% | +322.4% |
| All | +426.7% | +34.5% | +392.2% | +304.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling