+482.2%
KORU vs NSC
+20.4%
+461.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.5% | +12.9% | +13.4% |
| 7D | +13.0% | -5.5% | +18.5% | +13.8% |
| 30D | +27.3% | -3.2% | +30.5% | +27.7% |
| 3M | -55.3% | +7.7% | -63.0% | -55.4% |
| 6M | +11.6% | +4.5% | +7.1% | +9.9% |
| YTD | +158.5% | +15.6% | +143.0% | +142.4% |
| 1Y | +482.2% | +19.8% | +462.3% | +494.4% |
| All | +482.2% | +20.4% | +461.8% | +494.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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