+82.9%
KORU vs URA
+346.2%
-263.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -3.3% | +12.2% | +12.7% |
| 7D | -1.7% | -5.5% | +3.8% | +4.7% |
| 30D | +13.5% | -3.7% | +17.2% | +19.8% |
| 3M | -45.2% | -2.9% | -42.3% | -37.1% |
| 6M | +17.1% | -15.2% | +32.4% | +79.5% |
| YTD | +154.1% | +1.9% | +152.3% | +243.0% |
| 1Y | +375.7% | +6.9% | +368.7% | +486.3% |
| 3Y | +474.0% | +99.6% | +374.4% | +258.4% |
| 5Y | +60.4% | +101.2% | -40.7% | -7.4% |
| All | +82.9% | +346.2% | -263.2% | -60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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