-16.2%
KORU vs URA
+272.2%
-288.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.8% | -1.1% | -0.4% |
| 7D | +24.3% | +4.5% | +19.9% | +19.0% |
| 30D | -44.8% | -13.4% | -31.4% | -30.5% |
| 3M | -60.0% | -28.4% | -31.6% | -35.5% |
| 6M | -78.7% | -40.5% | -38.2% | -50.3% |
| YTD | -10.6% | -24.3% | +13.7% | +84.7% |
| 1Y | -3.8% | -28.8% | +25.0% | +108.3% |
| 3Y | +142.0% | +37.6% | +104.4% | +153.2% |
| 5Y | -33.1% | +30.7% | -63.8% | -27.9% |
| All | -16.2% | +272.2% | -288.4% | -78.5% |
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