+67.9%
KORU vs P
+684.8%
-617.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -3.0% | -9.5% | -10.5% |
| 7D | +2.3% | -4.1% | +6.4% | +5.4% |
| 30D | +20.0% | -14.0% | +34.0% | +30.9% |
| 3M | -32.7% | +41.4% | -74.2% | -43.3% |
| 6M | +13.3% | +54.2% | -40.8% | -5.5% |
| YTD | +133.2% | +40.4% | +92.8% | +106.0% |
| 1Y | +357.3% | +16.0% | +341.3% | +334.6% |
| 3Y | +452.7% | +140.7% | +312.0% | +200.8% |
| 5Y | +47.2% | +256.3% | -209.1% | -38.8% |
| All | +67.9% | +684.8% | -617.0% | -48.6% |
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