-27.8%
KORU vs P
+691.2%
-719.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.8% | -5.4% | -5.7% |
| 7D | -34.5% | -13.3% | -21.2% | -24.4% |
| 30D | -59.6% | -34.0% | -25.6% | -43.2% |
| 3M | -56.1% | +4.1% | -60.1% | -54.9% |
| 6M | -84.7% | +30.5% | -115.2% | -85.4% |
| YTD | -20.6% | +52.2% | -72.8% | -29.1% |
| 1Y | -13.9% | +10.3% | -24.2% | -11.6% |
| 3Y | +114.9% | +180.9% | -66.0% | +11.5% |
| 5Y | -36.0% | +259.7% | -295.7% | -72.3% |
| 10Y | -27.8% | +652.6% | -680.4% | -79.4% |
| All | -27.8% | +691.2% | -719.0% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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