+82.9%
KORU vs NTRA
+3,199.2%
-3,116.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.9% | +8.1% | +8.7% |
| 7D | -1.7% | +0.2% | -1.9% | -1.7% |
| 30D | +13.5% | +4.1% | +9.4% | +12.3% |
| 3M | -45.2% | +50.0% | -95.2% | -52.9% |
| 6M | +17.1% | +67.3% | -50.2% | -2.8% |
| YTD | +154.1% | +43.6% | +110.6% | +122.1% |
| 1Y | +375.7% | +89.2% | +286.4% | +277.4% |
| 3Y | +474.0% | +502.5% | -28.5% | +199.8% |
| 5Y | +60.4% | +173.8% | -113.4% | -2.4% |
| All | +82.9% | +3,199.2% | -3,116.3% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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