+31.4%
KORU vs NOC
+812.1%
-780.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +1.3% |
| 7D | +24.3% | -2.7% | +27.0% | +25.6% |
| 30D | +37.3% | -8.9% | +46.2% | +41.5% |
| 3M | -32.8% | -3.7% | -29.1% | -33.9% |
| 6M | +36.9% | -30.8% | +67.7% | +58.5% |
| YTD | +162.6% | -7.9% | +170.6% | +160.9% |
| 1Y | +467.0% | -9.4% | +476.5% | +462.9% |
| 3Y | +522.4% | +29.0% | +493.4% | +363.7% |
| 5Y | +57.9% | +56.1% | +1.8% | -9.4% |
| 10Y | +70.8% | +186.3% | -115.5% | -41.5% |
| All | +31.4% | +812.1% | -780.8% | -86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling