-61.6%
KORU vs PL
+41.8%
-103.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.1% | -1.8% | -3.7% |
| 7D | +24.3% | +22.3% | +2.1% | +15.0% |
| 30D | -44.8% | -8.3% | -36.5% | -41.3% |
| 3M | -60.0% | -43.3% | -16.8% | -49.1% |
| 6M | -78.7% | -65.8% | -12.8% | -65.7% |
| YTD | -10.6% | -29.5% | +19.0% | +13.4% |
| 1Y | -3.8% | +11.7% | -15.5% | +3.3% |
| 3Y | +142.0% | +540.6% | -398.6% | +23.2% |
| 5Y | -33.1% | +32.9% | -66.0% | -51.2% |
| All | -61.6% | +41.8% | -103.5% | -71.3% |
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