+307.8%
SPY vs KORU
-21.4%
+329.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.4% | +5.1% | +0.3% |
| 7D | +2.6% | +11.1% | -8.5% | +1.0% |
| 30D | -2.0% | -40.6% | +38.6% | +2.2% |
| 3M | -2.8% | -63.9% | +61.1% | +5.5% |
| 6M | +2.1% | -82.8% | +85.0% | +10.7% |
| YTD | +11.5% | -15.4% | +26.9% | -13.9% |
| 1Y | +13.5% | -3.3% | +16.7% | -14.7% |
| 3Y | +77.7% | +136.2% | -58.5% | +4.8% |
| 5Y | +72.6% | -36.7% | +109.3% | +18.9% |
| All | +307.8% | -21.4% | +329.3% | +130.4% |
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