+66.1%
KORU vs NXT
+213.5%
-147.5%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.5% | -6.9% | -6.3% |
| 7D | +11.1% | -9.4% | +20.6% | +17.8% |
| 30D | -40.6% | +15.1% | -55.7% | -44.5% |
| 3M | -63.9% | -9.1% | -54.8% | -61.1% |
| 6M | -82.8% | -30.3% | -52.5% | -77.4% |
| YTD | -15.4% | +9.1% | -24.5% | -3.5% |
| 1Y | -3.3% | +7.9% | -11.1% | +10.4% |
| 3Y | +136.2% | +176.5% | -40.3% | +88.8% |
| All | +66.1% | +213.5% | -147.5% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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