+82.9%
KORU vs NTRS
+259.9%
-177.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.1% | +7.9% | +7.8% |
| 7D | -1.7% | +1.4% | -3.1% | -3.4% |
| 30D | +13.5% | -0.7% | +14.2% | +13.8% |
| 3M | -45.2% | +11.3% | -56.5% | -51.6% |
| 6M | +17.1% | +35.5% | -18.4% | -15.0% |
| YTD | +154.1% | +40.6% | +113.5% | +78.5% |
| 1Y | +375.7% | +49.2% | +326.5% | +211.6% |
| 3Y | +474.0% | +167.2% | +306.8% | +90.7% |
| 5Y | +60.4% | +94.9% | -34.5% | -24.0% |
| All | +82.9% | +259.9% | -177.0% | -38.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling