-26.6%
KORU vs URA
+37.5%
-64.1%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +1.5% | +17.0% | +16.6% |
| 7D | -18.1% | +2.9% | -21.0% | -17.8% |
| 30D | -45.7% | -10.8% | -34.9% | -33.4% |
| 3M | -51.6% | -25.5% | -26.1% | -23.9% |
| 6M | -82.6% | -41.2% | -41.4% | -58.0% |
| YTD | -5.9% | -21.3% | +15.3% | +91.4% |
| 1Y | +3.3% | -25.7% | +29.0% | +118.9% |
| 3Y | +154.5% | +43.1% | +111.4% | +174.8% |
| 5Y | -26.6% | +35.6% | -62.2% | -27.6% |
| All | -26.6% | +37.5% | -64.1% | -27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling