+82.9%
KORU vs NEM
+319.0%
-236.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.5% | +8.4% | +8.6% |
| 7D | -1.7% | -1.0% | -0.7% | -0.8% |
| 30D | +13.5% | +7.8% | +5.7% | +8.7% |
| 3M | -45.2% | +30.2% | -75.4% | -52.7% |
| 6M | +17.1% | +9.6% | +7.5% | +20.7% |
| YTD | +154.1% | +27.8% | +126.3% | +146.1% |
| 1Y | +375.7% | +60.7% | +315.0% | +302.9% |
| 3Y | +474.0% | +245.3% | +228.7% | +219.0% |
| 5Y | +60.4% | +155.3% | -94.9% | +0.3% |
| All | +82.9% | +319.0% | -236.1% | -2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling