+46.3%
NKE vs KORU
+19.9%
+26.5%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -12.5% | +10.6% | -0.4% |
| 7D | -5.5% | +2.3% | -7.9% | -6.0% |
| 30D | -10.4% | +20.0% | -30.4% | -13.7% |
| 3M | -15.8% | -32.7% | +16.9% | -18.5% |
| 6M | -33.4% | +13.3% | -46.7% | -45.9% |
| YTD | -41.0% | +133.2% | -174.2% | -59.2% |
| 1Y | -49.1% | +357.3% | -406.3% | -69.4% |
| 3Y | -59.8% | +452.7% | -512.5% | -78.6% |
| 5Y | -75.5% | +47.2% | -122.7% | -84.6% |
| 10Y | -23.5% | +67.6% | -91.0% | -61.5% |
| All | +46.3% | +19.9% | +26.5% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling