+56.9%
KORU vs NEE
+9.6%
+47.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.2% | +9.1% | +9.1% |
| 7D | -1.7% | -1.3% | -0.4% | -1.0% |
| 30D | +13.5% | -3.3% | +16.9% | +15.5% |
| 3M | -45.2% | -2.3% | -43.0% | -44.6% |
| 6M | +17.1% | -8.9% | +26.0% | +22.2% |
| YTD | +154.1% | +4.8% | +149.4% | +145.4% |
| 1Y | +375.7% | +18.7% | +356.9% | +326.2% |
| 3Y | +474.0% | +33.2% | +440.8% | +354.6% |
| All | +56.9% | +9.6% | +47.3% | +37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling