+396.0%
NVDA vs KORU
+507.1%
-111.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.2% |
| 7D | -0.3% | +20.1% | -20.4% | -3.6% |
| 30D | +2.8% | +47.5% | -44.7% | -5.0% |
| 3M | +7.4% | -30.1% | +37.5% | +4.5% |
| 6M | +22.6% | +20.1% | +2.5% | -6.8% |
| YTD | +20.1% | +166.6% | -146.5% | -33.1% |
| 1Y | +31.2% | +458.9% | -427.8% | -44.2% |
| All | +396.0% | +507.1% | -111.1% | +76.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling