+47.2%
KORU vs NTAP
+122.8%
-75.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.6% | -11.9% | -11.9% |
| 7D | +2.3% | -1.0% | +3.3% | +3.3% |
| 30D | +20.0% | -7.5% | +27.5% | +28.5% |
| 3M | -32.7% | +14.6% | -47.3% | -41.1% |
| 6M | +13.3% | +91.0% | -77.7% | -40.1% |
| YTD | +133.2% | +73.7% | +59.5% | +33.0% |
| 1Y | +357.3% | +51.2% | +306.0% | +201.9% |
| 3Y | +452.7% | +146.1% | +306.5% | +108.9% |
| 5Y | +47.2% | +122.8% | -75.6% | -40.5% |
| All | +47.2% | +122.8% | -75.6% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling