+21.9%
KORU vs SEI
+644.4%
-622.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +5.1% | +3.9% | +6.5% |
| 7D | -1.7% | +22.6% | -24.3% | -11.3% |
| 30D | +13.5% | +9.1% | +4.4% | +8.6% |
| 3M | -45.2% | -11.3% | -33.9% | -38.2% |
| 6M | +17.1% | +22.0% | -4.9% | +20.9% |
| YTD | +154.1% | +47.3% | +106.9% | +143.7% |
| 1Y | +375.7% | +124.8% | +250.9% | +285.9% |
| 3Y | +474.0% | +591.3% | -117.3% | +129.3% |
| 5Y | +60.4% | +1,008.2% | -947.8% | -55.4% |
| All | +21.9% | +644.4% | -622.5% | -64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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