+426.7%
KORU vs NSC
+75.0%
+351.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | 0.0% | -12.5% | -12.5% |
| 7D | +2.3% | -1.4% | +3.7% | +3.2% |
| 30D | +20.0% | -3.4% | +23.4% | +22.8% |
| 3M | -32.7% | +5.1% | -37.8% | -35.1% |
| 6M | +13.3% | +9.2% | +4.1% | +4.0% |
| YTD | +133.2% | +13.4% | +119.8% | +108.0% |
| 1Y | +357.3% | +20.8% | +336.5% | +288.9% |
| All | +426.7% | +75.0% | +351.7% | +186.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling