+426.7%
KORU vs NTAP
+144.6%
+282.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.6% | -11.9% | -12.0% |
| 7D | +2.3% | -1.0% | +3.3% | +3.2% |
| 30D | +20.0% | -7.5% | +27.5% | +27.5% |
| 3M | -32.7% | +14.6% | -47.3% | -40.2% |
| 6M | +13.3% | +91.0% | -77.7% | -34.1% |
| YTD | +133.2% | +73.7% | +59.5% | +45.1% |
| 1Y | +357.3% | +51.2% | +306.0% | +223.9% |
| All | +426.7% | +144.6% | +282.1% | +179.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling