-62.4%
KORU vs S
-51.7%
-10.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.3% |
| 7D | +11.1% | +2.0% | +9.2% | +10.7% |
| 30D | -40.6% | -2.7% | -37.9% | -38.7% |
| 3M | -63.9% | -6.9% | -57.0% | -63.1% |
| 6M | -82.8% | +38.1% | -120.9% | -85.0% |
| YTD | -15.4% | +48.0% | -63.4% | -28.3% |
| 1Y | -3.3% | +34.5% | -37.7% | -15.8% |
| 3Y | +136.2% | +38.3% | +97.8% | +97.6% |
| 5Y | -36.7% | -70.9% | +34.2% | -31.5% |
| All | -62.4% | -51.7% | -10.7% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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