+56.9%
KORU vs TRU
-35.6%
+92.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.0% | +8.0% | +8.4% |
| 7D | -1.7% | -2.7% | +1.0% | -0.2% |
| 30D | +13.5% | -2.0% | +15.6% | +13.9% |
| 3M | -45.2% | +18.4% | -63.6% | -54.7% |
| 6M | +17.1% | +8.9% | +8.3% | +1.9% |
| YTD | +154.1% | -8.9% | +163.1% | +142.3% |
| 1Y | +375.7% | -15.9% | +391.5% | +372.9% |
| 3Y | +474.0% | -1.1% | +475.1% | +385.3% |
| All | +56.9% | -35.6% | +92.5% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 5y: compounded portfolio wealth divided by compounded TRU 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…
5y analysis · Full analysis span regression · 6 months rolling