-27.8%
KORU vs NTR
+98.7%
-126.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.5% | -10.1% | -10.5% |
| 7D | +2.3% | -2.5% | +4.8% | +4.5% |
| 30D | +20.0% | +17.0% | +3.0% | +4.7% |
| 3M | -32.7% | +22.2% | -54.9% | -45.0% |
| 6M | +13.3% | +5.2% | +8.2% | +0.4% |
| YTD | +133.2% | +29.7% | +103.5% | +70.4% |
| 1Y | +357.3% | +39.4% | +317.9% | +205.8% |
| 3Y | +452.7% | +38.2% | +414.5% | +261.4% |
| 5Y | +47.2% | +47.6% | -0.4% | -33.3% |
| All | -27.8% | +98.7% | -126.4% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling