-42.4%
KORU vs ROIV
+298.6%
-341.0%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +1.6% | +16.8% | +17.9% |
| 7D | -18.1% | +9.5% | -27.6% | -19.8% |
| 30D | -45.7% | +21.0% | -66.7% | -48.5% |
| 3M | -51.6% | +18.7% | -70.3% | -54.1% |
| 6M | -82.6% | +44.5% | -127.1% | -84.3% |
| YTD | -5.9% | +92.9% | -98.8% | -20.5% |
| 1Y | +3.3% | +100.2% | -97.0% | -14.0% |
| 3Y | +154.5% | +375.0% | -220.5% | +71.1% |
| 5Y | -26.6% | +435.2% | -461.7% | -61.5% |
| All | -42.4% | +298.6% | -341.0% | -67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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