+82.9%
KORU vs NSC
+332.1%
-249.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.9% | +9.9% | +10.0% |
| 7D | -1.7% | -2.8% | +1.1% | +1.3% |
| 30D | +13.5% | -4.5% | +18.0% | +19.7% |
| 3M | -45.2% | +3.5% | -48.7% | -48.1% |
| 6M | +17.1% | +8.5% | +8.6% | +1.7% |
| YTD | +154.1% | +12.3% | +141.8% | +111.3% |
| 1Y | +375.7% | +18.9% | +356.7% | +269.1% |
| 3Y | +474.0% | +74.1% | +399.9% | +161.4% |
| 5Y | +60.4% | +43.9% | +16.5% | -7.1% |
| All | +82.9% | +332.1% | -249.1% | -59.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling