+203.4%
RSP vs KORU
+76.6%
+126.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -12.5% | +11.8% | +0.8% |
| 7D | -3.1% | +2.3% | -5.4% | -3.6% |
| 30D | -3.4% | +20.0% | -23.4% | -6.6% |
| 3M | +3.6% | -32.7% | +36.3% | +0.9% |
| 6M | +9.0% | +13.3% | -4.4% | -10.2% |
| YTD | +12.2% | +133.2% | -121.0% | -20.6% |
| 1Y | +15.6% | +357.3% | -341.7% | -28.4% |
| 3Y | +51.6% | +452.7% | -401.0% | -16.4% |
| 5Y | +50.4% | +47.2% | +3.2% | -2.5% |
| All | +203.4% | +76.6% | +126.8% | +55.5% |
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 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