+31.4%
KORU vs NEM
+328.2%
-296.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.0% |
| 7D | +24.3% | +3.9% | +20.4% | +21.6% |
| 30D | +37.3% | +12.7% | +24.6% | +29.3% |
| 3M | -32.8% | +28.7% | -61.4% | -39.3% |
| 6M | +36.9% | +9.8% | +27.1% | +40.6% |
| YTD | +162.6% | +28.1% | +134.5% | +157.0% |
| 1Y | +467.0% | +69.3% | +397.7% | +389.3% |
| 3Y | +522.4% | +247.7% | +274.7% | +294.9% |
| 5Y | +57.9% | +153.4% | -95.5% | +11.3% |
| 10Y | +70.8% | +291.3% | -220.5% | +2.3% |
| All | +31.4% | +328.2% | -296.8% | -20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling