+2,080.1%
LLY vs KORU
-21.4%
+2,101.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.4% | +6.7% | +1.6% |
| 7D | +6.7% | +11.1% | -4.4% | +6.0% |
| 30D | +19.6% | -40.6% | +60.2% | +21.6% |
| 3M | +19.7% | -63.9% | +83.6% | +23.9% |
| 6M | +42.7% | -82.8% | +125.5% | +47.1% |
| YTD | +35.1% | -15.4% | +50.5% | +16.0% |
| 1Y | +42.2% | -3.3% | +45.4% | +20.3% |
| 3Y | +140.8% | +136.2% | +4.6% | +78.6% |
| 5Y | +480.6% | -36.7% | +517.3% | +367.1% |
| All | +2,080.1% | -21.4% | +2,101.6% | +1,388.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KORU.
Daily Out/Under-Performance
Portfolio return minus KORU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KORU 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 KORU 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