-20.7%
KORU vs SPY
+307.0%
-327.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.1% | -4.3% |
| 7D | +11.1% | +2.6% | +8.5% | +4.0% |
| 30D | -40.6% | -2.0% | -38.6% | -31.3% |
| 3M | -63.9% | -2.8% | -61.1% | -56.0% |
| 6M | -82.8% | +2.1% | -85.0% | -79.0% |
| YTD | -15.4% | +11.5% | -26.9% | -9.1% |
| 1Y | -3.3% | +13.5% | -16.7% | -0.2% |
| 3Y | +136.2% | +77.7% | +58.5% | -16.8% |
| 5Y | -36.7% | +72.6% | -109.3% | -71.7% |
| All | -20.7% | +307.0% | -327.8% | -95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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