+82.9%
KORU vs UNP
+285.4%
-202.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.5% | +9.5% | +9.5% |
| 7D | -1.7% | -1.8% | +0.1% | +0.3% |
| 30D | +13.5% | -2.7% | +16.3% | +17.6% |
| 3M | -45.2% | +6.5% | -51.7% | -50.5% |
| 6M | +17.1% | +14.4% | +2.8% | -8.3% |
| YTD | +154.1% | +24.8% | +129.3% | +78.1% |
| 1Y | +375.7% | +34.4% | +341.3% | +199.6% |
| 3Y | +474.0% | +43.6% | +430.4% | +221.1% |
| 5Y | +60.4% | +53.2% | +7.2% | -20.6% |
| All | +82.9% | +285.4% | -202.5% | -52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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