+667.4%
NFLX vs KORU
+76.6%
+590.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -12.5% | +12.5% | +1.4% |
| 7D | -8.1% | +2.3% | -10.4% | -8.6% |
| 30D | +1.6% | +20.0% | -18.4% | -1.7% |
| 3M | -7.3% | -32.7% | +25.4% | -10.2% |
| 6M | -21.6% | +13.3% | -34.9% | -36.9% |
| YTD | -18.9% | +133.2% | -152.1% | -44.9% |
| 1Y | -39.1% | +357.3% | -396.3% | -64.4% |
| 3Y | +71.7% | +452.7% | -381.0% | -11.9% |
| 5Y | +27.0% | +47.2% | -20.2% | -22.3% |
| All | +667.4% | +76.6% | +590.7% | +298.3% |
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