+82.9%
KORU vs RVTY
+145.6%
-62.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.8% | +6.2% | +6.0% |
| 7D | -1.7% | -4.5% | +2.8% | +3.6% |
| 30D | +13.5% | +5.5% | +8.1% | +8.7% |
| 3M | -45.2% | +22.5% | -67.7% | -55.8% |
| 6M | +17.1% | +38.9% | -21.8% | -13.0% |
| YTD | +154.1% | +28.7% | +125.4% | +100.1% |
| 1Y | +375.7% | +45.5% | +330.2% | +227.5% |
| 3Y | +474.0% | +16.4% | +457.6% | +348.1% |
| 5Y | +60.4% | -32.7% | +93.2% | +144.0% |
| All | +82.9% | +145.6% | -62.7% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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