+31.4%
KORU vs ON
+747.2%
-715.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.4% | +6.0% | +5.3% |
| 7D | +24.3% | -2.2% | +26.5% | +26.4% |
| 30D | +37.3% | -12.4% | +49.8% | +55.1% |
| 3M | -32.8% | -41.2% | +8.4% | +14.7% |
| 6M | +36.9% | +25.0% | +11.9% | +43.6% |
| YTD | +162.6% | +31.3% | +131.4% | +169.9% |
| 1Y | +467.0% | +45.4% | +421.6% | +441.0% |
| 3Y | +522.4% | -27.4% | +549.8% | +774.8% |
| 5Y | +57.9% | +58.5% | -0.6% | +14.9% |
| 10Y | +70.8% | +561.8% | -491.1% | -53.1% |
| All | +31.4% | +747.2% | -715.8% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ON.
Daily Out/Under-Performance
Portfolio return minus ON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ON 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 ON 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