-21.1%
KORU vs Z
+4.2%
-25.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.6% | -3.9% |
| 7D | +24.3% | -4.9% | +29.3% | +27.5% |
| 30D | -44.8% | +3.0% | -47.8% | -45.9% |
| 3M | -60.0% | -13.4% | -46.6% | -58.2% |
| 6M | -78.7% | -27.3% | -51.3% | -76.7% |
| YTD | -10.6% | -57.8% | +47.2% | +23.9% |
| 1Y | -3.8% | -60.0% | +56.2% | +36.4% |
| 3Y | +142.0% | -21.5% | +163.5% | +137.6% |
| 5Y | -33.1% | -55.0% | +21.9% | -18.2% |
| 10Y | -18.5% | -18.8% | +0.3% | -38.2% |
| All | -21.1% | +4.2% | -25.3% | -46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling