+82.9%
KORU vs RRC
+4.9%
+78.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.5% | +10.5% | +9.4% |
| 7D | -1.7% | -1.8% | +0.1% | -1.2% |
| 30D | +13.5% | +2.7% | +10.9% | +12.2% |
| 3M | -45.2% | +8.8% | -54.0% | -47.5% |
| 6M | +17.1% | -1.2% | +18.3% | +14.7% |
| YTD | +154.1% | +17.6% | +136.6% | +136.1% |
| 1Y | +375.7% | +18.4% | +357.2% | +339.6% |
| 3Y | +474.0% | +33.1% | +440.9% | +408.3% |
| 5Y | +60.4% | +148.2% | -87.8% | +13.6% |
| All | +82.9% | +4.9% | +78.0% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded RRC 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling