-31.0%
KORU vs NET
+1,258.4%
-1,289.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -37.4% | -8.3% | -29.1% | -34.3% |
| 7D | -48.7% | -21.2% | -27.5% | -42.8% |
| 30D | -68.9% | -31.1% | -37.8% | -63.4% |
| 3M | -64.6% | -16.5% | -48.0% | -61.6% |
| 6M | -82.2% | 0.0% | -82.2% | -82.0% |
| YTD | -28.1% | +24.0% | -52.1% | -33.9% |
| 1Y | -25.1% | +7.0% | -32.1% | -27.4% |
| 3Y | +98.5% | +279.6% | -181.1% | +21.2% |
| 5Y | -45.8% | +24.0% | -69.7% | -62.4% |
| All | -31.0% | +1,258.4% | -1,289.4% | -70.4% |
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