-63.6%
KORU vs PL
+46.6%
-110.3%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +14.5% | -3.2% | +5.6% |
| 7D | -25.8% | +10.9% | -36.7% | -27.4% |
| 30D | -56.9% | -16.4% | -40.6% | -52.5% |
| 3M | -55.7% | -39.9% | -15.8% | -44.7% |
| 6M | -83.7% | -63.2% | -20.5% | -74.4% |
| YTD | -15.3% | -27.1% | +11.8% | +5.9% |
| 1Y | +3.4% | +12.2% | -8.8% | +10.5% |
| 3Y | +133.8% | +584.3% | -450.5% | +16.1% |
| 5Y | -35.4% | +37.0% | -72.4% | -53.7% |
| All | -63.6% | +46.6% | -110.3% | -73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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