+23.4%
KORU vs REPL
-17.3%
+40.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -8.4% | -4.1% | -11.6% |
| 7D | +2.3% | -13.4% | +15.7% | +4.0% |
| 30D | +20.0% | -3.0% | +23.0% | +20.1% |
| 3M | -32.7% | +56.3% | -89.0% | -39.5% |
| 6M | +13.3% | +60.9% | -47.5% | -10.5% |
| YTD | +133.2% | +36.2% | +97.0% | +87.9% |
| 1Y | +357.3% | +121.0% | +236.2% | +219.5% |
| 3Y | +452.7% | -32.8% | +485.5% | +244.8% |
| 5Y | +47.2% | -58.7% | +105.9% | -1.5% |
| All | +23.4% | -17.3% | +40.6% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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