+91.6%
KORU vs UAL
+98.4%
-6.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +2.2% |
| 7D | +20.1% | -1.1% | +21.2% | +21.1% |
| 30D | +47.5% | -13.4% | +60.9% | +63.1% |
| 3M | -30.1% | -2.3% | -27.8% | -26.6% |
| 6M | +20.1% | +13.3% | +6.8% | +19.3% |
| YTD | +166.6% | -4.2% | +170.8% | +193.0% |
| 1Y | +458.9% | +1.4% | +457.5% | +489.8% |
| 3Y | +531.8% | +125.8% | +406.0% | +273.0% |
| 5Y | +67.7% | +130.0% | -62.3% | -6.5% |
| 10Y | +91.6% | +104.2% | -12.7% | +1.4% |
| All | +91.6% | +98.4% | -6.9% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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