+138.6%
NOK vs KORU
+92.5%
+46.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +9.0% | -4.2% | +3.2% |
| 7D | +11.0% | -1.7% | +12.7% | +11.2% |
| 30D | +7.8% | +13.5% | -5.7% | +4.1% |
| 3M | -21.0% | -45.2% | +24.2% | -18.1% |
| 6M | +40.9% | +17.1% | +23.8% | +17.6% |
| YTD | +72.0% | +154.1% | -82.1% | +19.8% |
| 1Y | +140.9% | +375.7% | -234.8% | +46.2% |
| 3Y | +194.3% | +474.0% | -279.8% | +58.2% |
| 5Y | +112.5% | +60.4% | +52.1% | +34.5% |
| All | +138.6% | +92.5% | +46.1% | +16.7% |
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