+448.2%
NFLX vs KORU
-21.4%
+469.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.4% | +4.6% | -0.3% |
| 7D | -2.0% | +11.1% | -13.1% | -3.2% |
| 30D | -11.9% | -40.6% | +28.7% | -9.1% |
| 3M | -20.6% | -63.9% | +43.3% | -15.5% |
| 6M | -29.0% | -82.8% | +53.8% | -25.4% |
| YTD | -33.7% | -15.4% | -18.3% | -51.3% |
| 1Y | -46.2% | -3.3% | -42.9% | -61.6% |
| 3Y | +39.8% | +136.2% | -96.4% | -23.9% |
| 5Y | -9.0% | -36.7% | +27.8% | -41.2% |
| All | +448.2% | -21.4% | +469.6% | +232.5% |
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