+67.9%
KORU vs Z
-6.2%
+74.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.8% | -9.8% | -11.2% |
| 7D | +2.3% | -11.6% | +13.9% | +8.1% |
| 30D | +20.0% | -8.5% | +28.5% | +23.6% |
| 3M | -32.7% | -7.9% | -24.8% | -34.0% |
| 6M | +13.3% | -29.1% | +42.4% | +28.8% |
| YTD | +133.2% | -54.2% | +187.4% | +216.0% |
| 1Y | +357.3% | -63.5% | +420.8% | +586.0% |
| 3Y | +452.7% | -38.6% | +491.3% | +518.1% |
| 5Y | +47.2% | -66.0% | +113.2% | +99.3% |
| All | +67.9% | -6.2% | +74.1% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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