-20.7%
KORU vs UAL
+80.6%
-101.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.7% | -4.2% |
| 7D | +11.1% | -3.0% | +14.2% | +13.6% |
| 30D | -40.6% | +10.5% | -51.1% | -44.2% |
| 3M | -63.9% | -13.5% | -50.4% | -59.1% |
| 6M | -82.8% | +14.2% | -97.0% | -83.3% |
| YTD | -15.4% | -2.2% | -13.2% | -6.1% |
| 1Y | -3.3% | +12.5% | -15.8% | -1.8% |
| 3Y | +136.2% | +186.8% | -50.7% | +23.3% |
| 5Y | -36.7% | +119.4% | -156.1% | -62.3% |
| All | -20.7% | +80.6% | -101.3% | -48.5% |
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