-13.4%
KORU vs SPOT
+216.9%
-230.3%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.8% | +8.2% | +8.6% |
| 7D | -1.7% | -3.1% | +1.4% | -0.3% |
| 30D | +13.5% | +7.4% | +6.1% | +8.3% |
| 3M | -45.2% | +8.2% | -53.4% | -49.2% |
| 6M | +17.1% | +2.2% | +14.9% | +9.1% |
| YTD | +154.1% | -9.5% | +163.6% | +143.9% |
| 1Y | +375.7% | -23.8% | +399.5% | +400.4% |
| 3Y | +474.0% | +233.5% | +240.5% | +145.1% |
| 5Y | +60.4% | +112.2% | -51.8% | -19.9% |
| All | -13.4% | +216.9% | -230.3% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 SPOT 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