+157.2%
KORU vs U
-43.9%
+201.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.1% | -11.4% | -12.1% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | +20.0% | -4.1% | +24.1% | +21.3% |
| 3M | -32.7% | +57.8% | -90.5% | -43.3% |
| 6M | +13.3% | +103.5% | -90.2% | -10.2% |
| YTD | +133.2% | -4.8% | +138.0% | +122.6% |
| 1Y | +357.3% | -2.4% | +359.7% | +329.5% |
| 3Y | +452.7% | +11.7% | +441.0% | +351.4% |
| 5Y | +47.2% | -68.9% | +116.1% | +42.5% |
| All | +157.2% | -43.9% | +201.1% | +124.7% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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