-25.1%
KORU vs NTRS
+37.4%
-62.5%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -37.4% | -3.7% | -33.7% | -30.5% |
| 7D | -48.7% | -0.9% | -47.8% | -45.6% |
| 30D | -68.9% | +1.1% | -70.1% | -68.0% |
| 3M | -64.6% | -6.6% | -58.0% | -58.3% |
| 6M | -82.2% | +7.1% | -89.2% | -82.4% |
| YTD | -28.1% | +27.4% | -55.4% | -47.1% |
| 1Y | -25.1% | +36.5% | -61.7% | -48.2% |
| All | -25.1% | +37.4% | -62.5% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling