+474.0%
KORU vs NTR
+36.8%
+437.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.4% | +9.3% | +9.1% |
| 7D | -1.7% | -1.3% | -0.4% | -1.1% |
| 30D | +13.5% | +16.8% | -3.2% | +6.8% |
| 3M | -45.2% | +20.7% | -65.9% | -49.9% |
| 6M | +17.1% | +0.5% | +16.6% | +14.0% |
| YTD | +154.1% | +29.2% | +125.0% | +109.0% |
| 1Y | +375.7% | +39.6% | +336.1% | +265.0% |
| 3Y | +474.0% | +37.9% | +436.1% | +298.1% |
| All | +474.0% | +36.8% | +437.3% | +298.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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