+228.4%
UNH vs KORU
+92.5%
+135.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +9.0% | -11.3% | -3.1% |
| 7D | -4.5% | -1.7% | -2.8% | -4.5% |
| 30D | -6.5% | +13.5% | -20.1% | -8.2% |
| 3M | -6.0% | -45.2% | +39.2% | -5.5% |
| 6M | +33.7% | +17.1% | +16.5% | +15.7% |
| YTD | +16.4% | +154.1% | -137.7% | -10.3% |
| 1Y | +10.1% | +375.7% | -365.6% | -22.5% |
| 3Y | -16.3% | +474.0% | -490.3% | -46.2% |
| 5Y | +2.1% | +60.4% | -58.3% | -24.9% |
| All | +228.4% | +92.5% | +135.9% | +85.1% |
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