+82.8%
KORU vs NVTS
-16.8%
+99.6%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.3% | +4.7% | +7.8% |
| 7D | -1.7% | -1.4% | -0.3% | -1.2% |
| 30D | +13.5% | -16.5% | +30.0% | +20.1% |
| 3M | -45.2% | -47.6% | +2.4% | -33.0% |
| 6M | +17.1% | +7.3% | +9.8% | +26.9% |
| YTD | +154.1% | +62.9% | +91.3% | +154.0% |
| 1Y | +375.7% | +91.3% | +284.4% | +356.7% |
| 3Y | +474.0% | +43.4% | +430.6% | +436.6% |
| All | +82.8% | -16.8% | +99.6% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 5y: compounded portfolio wealth divided by compounded NVTS 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…
5y analysis · Full analysis span regression · 6 months rolling