+14.5%
KORU vs ZETA
+235.0%
-220.4%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.2% | +10.2% | +9.4% |
| 7D | -1.7% | -3.7% | +2.0% | -0.6% |
| 30D | +13.5% | +5.7% | +7.8% | +11.1% |
| 3M | -45.2% | +50.4% | -95.7% | -53.6% |
| 6M | +17.1% | +65.5% | -48.3% | -2.8% |
| YTD | +154.1% | +48.3% | +105.8% | +115.2% |
| 1Y | +375.7% | +45.4% | +330.3% | +302.1% |
| 3Y | +474.0% | +270.8% | +203.3% | +214.0% |
| 5Y | +60.4% | +336.1% | -275.7% | -21.8% |
| All | +14.5% | +235.0% | -220.4% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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