+31.4%
KORU vs NSC
+490.8%
-459.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.0% | +2.1% |
| 7D | +24.3% | -1.5% | +25.8% | +26.3% |
| 30D | +37.3% | -1.9% | +39.3% | +40.7% |
| 3M | -32.8% | +6.2% | -39.0% | -37.5% |
| 6M | +36.9% | +9.2% | +27.7% | +19.5% |
| YTD | +162.6% | +15.0% | +147.6% | +116.0% |
| 1Y | +467.0% | +21.1% | +445.9% | +339.8% |
| 3Y | +522.4% | +78.6% | +443.8% | +195.7% |
| 5Y | +57.9% | +45.9% | +12.0% | -4.4% |
| 10Y | +70.8% | +326.9% | -256.1% | -57.8% |
| All | +31.4% | +490.8% | -459.4% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling