+82.9%
KORU vs NVO
+143.1%
-60.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -2.1% | +11.1% | +10.0% |
| 7D | -1.7% | -7.6% | +5.9% | +2.2% |
| 30D | +13.5% | -6.0% | +19.5% | +16.6% |
| 3M | -45.2% | -0.8% | -44.4% | -47.7% |
| 6M | +17.1% | +16.5% | +0.7% | +3.1% |
| YTD | +154.1% | -11.1% | +165.3% | +150.6% |
| 1Y | +375.7% | -16.7% | +392.4% | +384.5% |
| 3Y | +474.0% | -52.9% | +526.9% | +642.7% |
| 5Y | +60.4% | -3.0% | +63.4% | +8.3% |
| All | +82.9% | +143.1% | -60.2% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVO.
Daily Out/Under-Performance
Portfolio return minus NVO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVO 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 NVO 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