+82.9%
KORU vs TROW
+130.0%
-47.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.2% | +10.1% | +10.4% |
| 7D | -1.7% | -3.2% | +1.5% | +2.2% |
| 30D | +13.5% | -4.6% | +18.1% | +20.4% |
| 3M | -45.2% | -0.7% | -44.6% | -45.0% |
| 6M | +17.1% | +22.2% | -5.1% | -5.4% |
| YTD | +154.1% | +6.6% | +147.5% | +143.6% |
| 1Y | +375.7% | +5.8% | +369.8% | +358.5% |
| 3Y | +474.0% | +11.6% | +462.4% | +425.6% |
| 5Y | +60.4% | -38.9% | +99.3% | +216.6% |
| All | +82.9% | +130.0% | -47.1% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 TROW 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