+82.9%
KORU vs SPY
+322.5%
-239.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.9% | +8.1% | +6.4% |
| 7D | -1.7% | -0.8% | -0.9% | +0.9% |
| 30D | +13.5% | -1.1% | +14.6% | +18.4% |
| 3M | -45.2% | +3.9% | -49.1% | -46.6% |
| 6M | +17.1% | +13.6% | +3.5% | +4.3% |
| YTD | +154.1% | +12.7% | +141.5% | +138.2% |
| 1Y | +375.7% | +17.5% | +358.2% | +311.2% |
| 3Y | +474.0% | +76.9% | +397.1% | +86.4% |
| 5Y | +60.4% | +83.6% | -23.2% | -45.4% |
| All | +82.9% | +322.5% | -239.5% | -90.6% |
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