+200.7%
KORU vs RKT
-12.9%
+213.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.1% | +9.1% | +9.0% |
| 7D | -1.7% | -6.3% | +4.6% | +0.6% |
| 30D | +13.5% | -6.2% | +19.7% | +16.5% |
| 3M | -45.2% | -1.9% | -43.3% | -44.8% |
| 6M | +17.1% | -13.0% | +30.1% | +26.4% |
| YTD | +154.1% | -31.9% | +186.1% | +193.3% |
| 1Y | +375.7% | -37.6% | +413.2% | +457.9% |
| 3Y | +474.0% | +36.8% | +437.2% | +419.3% |
| 5Y | +60.4% | -9.7% | +70.2% | +43.4% |
| All | +200.7% | -12.9% | +213.5% | +166.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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