+22.5%
KORU vs NOC
-7.1%
+29.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -4.5% | -0.7% | -9.3% |
| 7D | -24.3% | -5.0% | -19.4% | -27.8% |
| 30D | -54.2% | +10.3% | -64.6% | -49.2% |
| 3M | -45.4% | -4.3% | -41.1% | -44.8% |
| 6M | -66.5% | -6.5% | -59.9% | -64.5% |
| YTD | +14.9% | -6.7% | +21.6% | +18.0% |
| 1Y | +22.5% | -7.5% | +30.0% | +25.3% |
| All | +22.5% | -7.1% | +29.6% | +25.3% |
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