+474.0%
KORU vs TROW
+11.3%
+462.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.2% | +10.1% | +10.5% |
| 7D | -1.7% | -3.2% | +1.5% | +2.5% |
| 30D | +13.5% | -4.6% | +18.1% | +20.9% |
| 3M | -45.2% | -0.7% | -44.6% | -45.1% |
| 6M | +17.1% | +22.2% | -5.1% | -6.7% |
| YTD | +154.1% | +6.6% | +147.5% | +139.4% |
| 1Y | +375.7% | +5.8% | +369.8% | +350.5% |
| 3Y | +474.0% | +11.6% | +462.4% | +359.6% |
| All | +474.0% | +11.3% | +462.7% | +359.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling