+13.3%
ANET vs KORU
-19.7%
+33.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -37.4% | +26.6% | -4.7% |
| 7D | -13.6% | -48.7% | +35.1% | -4.9% |
| 30D | -26.1% | -68.9% | +42.8% | -13.0% |
| 3M | -19.3% | -64.6% | +45.3% | -8.7% |
| 6M | -6.5% | -82.2% | +75.7% | +6.4% |
| YTD | +21.5% | -28.1% | +49.5% | -3.8% |
| 1Y | +13.3% | -25.1% | +38.5% | -12.3% |
| All | +13.3% | -19.7% | +33.1% | -12.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling