+82.9%
KORU vs YUM
+171.3%
-88.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -2.1% | +11.1% | +11.3% |
| 7D | -1.7% | -6.1% | +4.4% | +5.2% |
| 30D | +13.5% | -5.8% | +19.4% | +20.0% |
| 3M | -45.2% | -7.6% | -37.6% | -42.3% |
| 6M | +17.1% | -9.1% | +26.3% | +20.3% |
| YTD | +154.1% | -5.5% | +159.7% | +149.7% |
| 1Y | +375.7% | -3.7% | +379.4% | +335.6% |
| 3Y | +474.0% | +17.8% | +456.2% | +278.9% |
| 5Y | +60.4% | +19.3% | +41.1% | +7.4% |
| All | +82.9% | +171.3% | -88.4% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 YUM 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