-68.1%
KORU vs SE
+363.8%
-431.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.5% | -5.9% |
| 7D | +11.1% | -0.5% | +11.6% | +11.2% |
| 30D | -40.6% | -20.9% | -19.7% | -33.3% |
| 3M | -63.9% | -38.9% | -25.0% | -54.5% |
| 6M | -82.8% | -19.4% | -63.4% | -81.1% |
| YTD | -15.4% | -40.9% | +25.5% | +6.2% |
| 1Y | -3.3% | -46.2% | +42.9% | +26.2% |
| 3Y | +136.2% | +63.7% | +72.4% | +80.0% |
| 5Y | -36.7% | -77.9% | +41.2% | 0.0% |
| All | -68.1% | +363.8% | -431.8% | -86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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