+482.2%
KORU vs NOC
-10.0%
+492.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -2.5% | +15.9% | +11.6% |
| 7D | +13.0% | -5.2% | +18.2% | +9.0% |
| 30D | +27.3% | -7.2% | +34.5% | +22.0% |
| 3M | -55.3% | -5.1% | -50.2% | -55.4% |
| 6M | +11.6% | -31.1% | +42.7% | +22.4% |
| YTD | +158.5% | -8.6% | +167.1% | +170.3% |
| 1Y | +482.2% | -9.7% | +491.9% | +525.1% |
| All | +482.2% | -10.0% | +492.2% | +525.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 1y: compounded portfolio wealth divided by compounded NOC 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…
1y analysis · Full analysis span regression · 6 months rolling