+374.8%
META vs KORU
+63.1%
+311.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +13.4% | -12.4% | -1.1% |
| 7D | +6.7% | +13.0% | -6.3% | +4.5% |
| 30D | +4.8% | +27.3% | -22.5% | -0.6% |
| 3M | -1.6% | -55.3% | +53.7% | -0.4% |
| 6M | -7.5% | +11.6% | -19.1% | -29.1% |
| YTD | -6.4% | +158.5% | -164.9% | -42.6% |
| 1Y | -17.3% | +482.2% | -499.5% | -58.9% |
| 3Y | +109.9% | +471.9% | -362.0% | -5.0% |
| 5Y | +65.4% | +41.1% | +24.2% | -7.0% |
| All | +374.8% | +63.1% | +311.7% | +113.7% |
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