+148.0%
KORU vs NET
+1,449.6%
-1,301.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -2.0% | +15.4% | +14.1% |
| 7D | +13.0% | -7.0% | +20.0% | +15.8% |
| 30D | +27.3% | -4.8% | +32.1% | +29.0% |
| 3M | -55.3% | +3.8% | -59.1% | -55.4% |
| 6M | +11.6% | +50.0% | -38.4% | -4.8% |
| YTD | +158.5% | +41.5% | +117.1% | +121.9% |
| 1Y | +482.2% | +32.8% | +449.3% | +413.7% |
| 3Y | +471.9% | +335.9% | +136.0% | +225.1% |
| 5Y | +41.1% | +113.8% | -72.7% | -17.1% |
| All | +148.0% | +1,449.6% | -1,301.5% | -0.6% |
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