+67.9%
KORU vs RL
+308.3%
-240.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +0.3% | -12.8% | -12.8% |
| 7D | +2.3% | -2.2% | +4.5% | +4.2% |
| 30D | +20.0% | -15.3% | +35.4% | +37.2% |
| 3M | -32.7% | -10.3% | -22.4% | -25.8% |
| 6M | +13.3% | -2.2% | +15.6% | +20.8% |
| YTD | +133.2% | -4.3% | +137.5% | +152.9% |
| 1Y | +357.3% | +8.9% | +348.4% | +345.8% |
| 3Y | +452.7% | +201.4% | +251.2% | +130.4% |
| 5Y | +47.2% | +230.6% | -183.4% | -42.8% |
| All | +67.9% | +308.3% | -240.5% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded RL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling