+27.1%
KORU vs NYT
+716.3%
-689.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.5% | +8.5% | +8.7% |
| 7D | -1.7% | -0.6% | -1.1% | -1.3% |
| 30D | +13.5% | +4.6% | +9.0% | +10.4% |
| 3M | -45.2% | -9.6% | -35.6% | -45.0% |
| 6M | +17.1% | -14.0% | +31.1% | +19.9% |
| YTD | +154.1% | -2.8% | +157.0% | +138.2% |
| 1Y | +375.7% | +15.6% | +360.1% | +290.5% |
| 3Y | +474.0% | +56.3% | +417.7% | +267.7% |
| 5Y | +60.4% | +39.5% | +20.9% | +8.0% |
| 10Y | +82.6% | +488.0% | -405.4% | -45.9% |
| All | +27.1% | +716.3% | -689.2% | -65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 all: compounded portfolio wealth divided by compounded NYT 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…
all analysis · Full analysis span regression · 6 months rolling