+238.6%
SCHD vs KORU
+92.5%
+146.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.0% | -8.6% | -0.4% |
| 7D | -2.0% | -1.7% | -0.2% | -1.9% |
| 30D | -0.4% | +13.5% | -13.9% | -2.3% |
| 3M | +5.7% | -45.2% | +50.9% | +6.4% |
| 6M | +11.9% | +17.1% | -5.3% | -4.5% |
| YTD | +26.4% | +154.1% | -127.7% | -5.3% |
| 1Y | +27.6% | +375.7% | -348.1% | -13.8% |
| 3Y | +54.9% | +474.0% | -419.1% | -5.0% |
| 5Y | +60.9% | +60.4% | +0.5% | +12.0% |
| All | +238.6% | +92.5% | +146.1% | +94.4% |
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 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