+82.9%
KORU vs RCL
+346.0%
-263.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.4% | +8.5% | +8.7% |
| 7D | -1.7% | -1.9% | +0.2% | -0.5% |
| 30D | +13.5% | -15.5% | +29.1% | +26.1% |
| 3M | -45.2% | -9.7% | -35.5% | -42.1% |
| 6M | +17.1% | -8.7% | +25.9% | +31.9% |
| YTD | +154.1% | -5.8% | +159.9% | +174.1% |
| 1Y | +375.7% | -24.5% | +400.1% | +474.1% |
| 3Y | +474.0% | +173.9% | +300.1% | +200.7% |
| 5Y | +60.4% | +228.0% | -167.6% | -29.6% |
| All | +82.9% | +346.0% | -263.1% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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