-20.7%
KORU vs P
+652.0%
-672.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.9% | -3.5% | -4.1% |
| 7D | +11.1% | +11.6% | -0.5% | +3.6% |
| 30D | -40.6% | -23.7% | -16.9% | -24.2% |
| 3M | -63.9% | -8.0% | -55.9% | -59.8% |
| 6M | -82.8% | +27.9% | -110.7% | -83.5% |
| YTD | -15.4% | +61.2% | -76.6% | -27.3% |
| 1Y | -3.3% | +28.6% | -31.9% | -9.8% |
| 3Y | +136.2% | +200.5% | -64.3% | +17.0% |
| 5Y | -36.7% | +282.9% | -319.7% | -73.8% |
| All | -20.7% | +652.0% | -672.8% | -77.6% |
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