+82.9%
KORU vs SHAK
+87.2%
-4.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.2% | +5.8% | +7.5% |
| 7D | -1.7% | -8.3% | +6.6% | +2.4% |
| 30D | +13.5% | -12.6% | +26.2% | +21.7% |
| 3M | -45.2% | +9.1% | -54.3% | -48.6% |
| 6M | +17.1% | -31.2% | +48.4% | +37.2% |
| YTD | +154.1% | -21.6% | +175.7% | +177.0% |
| 1Y | +375.7% | -38.8% | +414.5% | +479.3% |
| 3Y | +474.0% | +0.6% | +473.4% | +415.2% |
| 5Y | +60.4% | -22.5% | +82.9% | +53.2% |
| All | +82.9% | +87.2% | -4.3% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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