+375.7%
KORU vs NOC
-9.0%
+384.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | 0.0% | +9.0% | +9.0% |
| 7D | -1.7% | +0.8% | -2.5% | -1.1% |
| 30D | +13.5% | -9.7% | +23.2% | +7.2% |
| 3M | -45.2% | -5.6% | -39.6% | -44.9% |
| 6M | +17.1% | -28.6% | +45.7% | +27.2% |
| YTD | +154.1% | -7.9% | +162.0% | +168.4% |
| 1Y | +375.7% | -9.5% | +385.2% | +397.4% |
| All | +375.7% | -9.0% | +384.6% | +397.4% |
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