-74.7%
NKE vs KORU
+58.1%
-132.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.0% | -8.5% | -0.3% |
| 7D | -4.2% | -1.7% | -2.5% | -4.1% |
| 30D | -8.2% | +13.5% | -21.7% | -10.0% |
| 3M | -19.1% | -45.2% | +26.1% | -18.3% |
| 6M | -32.6% | +17.1% | -49.8% | -43.8% |
| YTD | -40.7% | +154.1% | -194.8% | -58.4% |
| 1Y | -48.9% | +375.7% | -424.5% | -68.9% |
| 3Y | -59.2% | +474.0% | -533.3% | -78.4% |
| All | -74.7% | +58.1% | -132.8% | -84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling