-16.2%
KORU vs RY
+351.8%
-368.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.0% |
| 7D | +24.3% | -0.5% | +24.9% | +26.3% |
| 30D | -44.8% | +4.7% | -49.6% | -48.6% |
| 3M | -60.0% | -4.5% | -55.6% | -54.3% |
| 6M | -78.7% | +12.5% | -91.2% | -82.6% |
| YTD | -10.6% | +21.1% | -31.7% | -34.4% |
| 1Y | -3.8% | +38.6% | -42.4% | -46.5% |
| 3Y | +142.0% | +160.2% | -18.2% | -62.5% |
| 5Y | -33.1% | +124.7% | -157.8% | -84.6% |
| All | -16.2% | +351.8% | -368.0% | -91.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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