+82.9%
KORU vs SCHW
+301.0%
-218.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.1% | +9.0% | +9.0% |
| 7D | -1.7% | -1.9% | +0.2% | -0.4% |
| 30D | +13.5% | -1.6% | +15.2% | +14.0% |
| 3M | -45.2% | +21.3% | -66.5% | -55.0% |
| 6M | +17.1% | +16.5% | +0.6% | -2.6% |
| YTD | +154.1% | +8.4% | +145.7% | +124.0% |
| 1Y | +375.7% | +15.6% | +360.0% | +295.5% |
| 3Y | +474.0% | +86.8% | +387.2% | +207.7% |
| 5Y | +60.4% | +60.5% | -0.1% | -10.0% |
| All | +82.9% | +301.0% | -218.1% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHW.
Daily Out/Under-Performance
Portfolio return minus SCHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHW 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 SCHW 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