+82.9%
KORU vs NTAP
+650.8%
-567.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +8.5% | +0.4% | +1.0% |
| 7D | -1.7% | +7.4% | -9.1% | -8.0% |
| 30D | +13.5% | -1.4% | +14.9% | +14.2% |
| 3M | -45.2% | +24.6% | -69.8% | -55.3% |
| 6M | +17.1% | +105.9% | -88.8% | -40.8% |
| YTD | +154.1% | +88.5% | +65.6% | +37.2% |
| 1Y | +375.7% | +62.1% | +313.6% | +197.6% |
| 3Y | +474.0% | +169.1% | +305.0% | +117.1% |
| 5Y | +60.4% | +141.9% | -81.5% | -31.1% |
| All | +82.9% | +650.8% | -567.9% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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