+66.9%
T vs KORU
+76.6%
-9.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -12.5% | +14.1% | +2.1% |
| 7D | -2.4% | +2.3% | -4.8% | -2.6% |
| 30D | +4.3% | +20.0% | -15.7% | +3.0% |
| 3M | +11.6% | -32.7% | +44.3% | +10.1% |
| 6M | -5.6% | +13.3% | -18.9% | -13.6% |
| YTD | +6.6% | +133.2% | -126.6% | -9.9% |
| 1Y | -8.4% | +357.3% | -365.6% | -27.7% |
| 3Y | +107.8% | +452.7% | -344.8% | +53.3% |
| 5Y | +68.3% | +47.2% | +21.1% | +36.5% |
| All | +66.9% | +76.6% | -9.7% | +8.7% |
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