+313.3%
ANET vs KORU
+478.8%
-165.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +9.0% | -3.4% | +4.0% |
| 7D | +3.0% | -1.7% | +4.7% | +3.2% |
| 30D | -5.2% | +13.5% | -18.7% | -8.5% |
| 3M | +27.6% | -45.2% | +72.8% | +31.9% |
| 6M | +44.4% | +17.1% | +27.3% | +13.1% |
| YTD | +52.3% | +154.1% | -101.8% | -6.6% |
| 1Y | +30.4% | +375.7% | -345.3% | -34.0% |
| 3Y | +313.3% | +474.0% | -160.8% | +89.6% |
| All | +313.3% | +478.8% | -165.5% | +89.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling