+60.2%
SCHD vs KORU
+58.1%
+2.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +9.0% | -8.6% | -0.1% |
| 7D | -2.0% | -1.7% | -0.2% | -1.9% |
| 30D | -0.4% | +13.5% | -13.9% | -1.5% |
| 3M | +5.7% | -45.2% | +50.9% | +6.4% |
| 6M | +11.9% | +17.1% | -5.3% | +0.9% |
| YTD | +26.4% | +154.1% | -127.7% | +3.4% |
| 1Y | +27.6% | +375.7% | -348.1% | -3.7% |
| 3Y | +54.9% | +474.0% | -419.1% | +8.0% |
| All | +60.2% | +58.1% | +2.1% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling