+482.2%
KORU vs NEM
+73.9%
+408.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.8% | +15.2% | +15.9% |
| 7D | +13.0% | +0.3% | +12.7% | +12.2% |
| 30D | +27.3% | +23.1% | +4.2% | -5.6% |
| 3M | -55.3% | +18.5% | -73.8% | -61.7% |
| 6M | +11.6% | +7.8% | +3.8% | +7.7% |
| YTD | +158.5% | +29.1% | +129.4% | +135.6% |
| 1Y | +482.2% | +72.7% | +409.5% | +335.3% |
| All | +482.2% | +73.9% | +408.3% | +335.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling