-4.4%
KORU vs NVT
+731.8%
-736.1%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.6% | +4.3% | +3.3% |
| 7D | -1.7% | +4.1% | -5.8% | -6.2% |
| 30D | +13.5% | -5.1% | +18.7% | +22.8% |
| 3M | -45.2% | -1.2% | -44.0% | -35.4% |
| 6M | +17.1% | +46.6% | -29.4% | +3.9% |
| YTD | +154.1% | +60.0% | +94.1% | +115.4% |
| 1Y | +375.7% | +70.8% | +304.9% | +278.0% |
| 3Y | +474.0% | +187.5% | +286.5% | +140.1% |
| 5Y | +60.4% | +426.1% | -365.7% | -65.4% |
| All | -4.4% | +731.8% | -736.1% | -86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 NVT 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