+174.9%
KORU vs NET
+314.6%
-139.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.6% | -2.7% | -4.1% |
| 7D | -24.3% | -16.4% | -8.0% | -17.2% |
| 30D | -54.2% | -25.8% | -28.4% | -46.9% |
| 3M | -45.4% | -11.5% | -33.9% | -42.3% |
| 6M | -66.5% | +18.9% | -85.4% | -69.1% |
| YTD | +14.9% | +35.2% | -20.3% | -3.1% |
| 1Y | +22.5% | +14.5% | +8.1% | +12.3% |
| All | +174.9% | +314.6% | -139.7% | +19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling