+235.9%
NVDA vs KORU
+138.6%
+97.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.4% | +3.4% | -1.1% |
| 7D | -12.7% | +11.1% | -23.9% | -14.6% |
| 30D | -26.4% | -40.6% | +14.2% | -21.7% |
| 3M | -27.6% | -63.9% | +36.3% | -18.4% |
| 6M | -27.7% | -82.8% | +55.1% | -17.7% |
| YTD | -12.5% | -15.4% | +2.9% | -43.3% |
| 1Y | -12.6% | -3.3% | -9.4% | -46.3% |
| 3Y | +235.9% | +136.2% | +99.8% | +32.5% |
| All | +235.9% | +138.6% | +97.4% | +32.5% |
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 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