+426.7%
KORU vs NEM
+241.5%
+185.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.0% | -10.5% | -10.5% |
| 7D | +2.3% | -3.3% | +5.6% | +5.8% |
| 30D | +20.0% | +7.8% | +12.2% | +12.5% |
| 3M | -32.7% | +36.3% | -69.0% | -47.8% |
| 6M | +13.3% | +6.6% | +6.8% | +16.5% |
| YTD | +133.2% | +27.1% | +106.1% | +119.9% |
| 1Y | +357.3% | +62.3% | +294.9% | +261.6% |
| All | +426.7% | +241.5% | +185.2% | +144.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling