+311.2%
SPY vs KORU
+76.6%
+234.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -12.5% | +11.9% | +1.0% |
| 7D | -2.0% | +2.3% | -4.3% | -2.5% |
| 30D | -1.7% | +20.0% | -21.7% | -5.1% |
| 3M | +4.7% | -32.7% | +37.5% | +2.2% |
| 6M | +12.5% | +13.3% | -0.8% | -7.2% |
| YTD | +11.7% | +133.2% | -121.5% | -21.1% |
| 1Y | +17.5% | +357.3% | -339.8% | -27.4% |
| 3Y | +76.6% | +452.7% | -376.1% | -2.6% |
| 5Y | +82.0% | +47.2% | +34.8% | +17.5% |
| All | +311.2% | +76.6% | +234.6% | +116.1% |
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