-20.7%
KORU vs RCL
+340.1%
-360.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.7% |
| 7D | +11.1% | -1.2% | +12.3% | +12.0% |
| 30D | -40.6% | +17.8% | -58.5% | -46.4% |
| 3M | -63.9% | +4.9% | -68.8% | -65.1% |
| 6M | -82.8% | +23.7% | -106.5% | -84.6% |
| YTD | -15.4% | +17.8% | -33.2% | -20.9% |
| 1Y | -3.3% | +28.9% | -32.2% | -15.5% |
| 3Y | +136.2% | +241.9% | -105.7% | +7.2% |
| 5Y | -36.7% | +295.4% | -332.1% | -75.3% |
| All | -20.7% | +340.1% | -360.9% | -70.1% |
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