+10.2%
KORU vs NET
+1,381.0%
-1,370.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.6% | -2.7% | -4.3% |
| 7D | -24.3% | -16.4% | -8.0% | -18.8% |
| 30D | -54.2% | -25.8% | -28.4% | -48.4% |
| 3M | -45.4% | -11.5% | -33.9% | -43.0% |
| 6M | -66.5% | +18.9% | -85.4% | -68.6% |
| YTD | +14.9% | +35.2% | -20.3% | +0.5% |
| 1Y | +22.5% | +14.5% | +8.1% | +13.9% |
| 3Y | +217.0% | +313.8% | -96.8% | +84.4% |
| 5Y | -13.7% | +32.6% | -46.3% | -42.8% |
| All | +10.2% | +1,381.0% | -1,370.8% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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