+73.4%
KORU vs ZM
+47.0%
+26.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.1% | +8.9% | +9.0% |
| 7D | -1.7% | -5.7% | +4.0% | -0.5% |
| 30D | +13.5% | -9.1% | +22.6% | +15.9% |
| 3M | -45.2% | +3.5% | -48.7% | -46.4% |
| 6M | +17.1% | +25.7% | -8.5% | +9.6% |
| YTD | +154.1% | +10.8% | +143.4% | +142.8% |
| 1Y | +375.7% | +12.8% | +362.9% | +351.7% |
| 3Y | +474.0% | +33.1% | +440.9% | +424.3% |
| 5Y | +60.4% | -68.3% | +128.7% | +53.3% |
| All | +73.4% | +47.0% | +26.3% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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