+82.9%
KORU vs ULTA
+132.3%
-49.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.1% | +6.9% | +7.6% |
| 7D | -1.7% | -3.1% | +1.4% | +0.5% |
| 30D | +13.5% | +2.8% | +10.7% | +9.5% |
| 3M | -45.2% | +14.8% | -60.0% | -51.5% |
| 6M | +17.1% | -16.2% | +33.4% | +27.3% |
| YTD | +154.1% | -9.6% | +163.8% | +162.5% |
| 1Y | +375.7% | +4.8% | +370.9% | +340.2% |
| 3Y | +474.0% | +30.7% | +443.3% | +325.7% |
| 5Y | +60.4% | +45.9% | +14.5% | +6.8% |
| All | +82.9% | +132.3% | -49.4% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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