+339.7%
AVGO vs KORU
+507.1%
-167.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.4% |
| 7D | -0.8% | +20.1% | -20.9% | -4.4% |
| 30D | -13.7% | +47.5% | -61.2% | -21.3% |
| 3M | -6.9% | -30.1% | +23.1% | -9.6% |
| 6M | +5.8% | +20.1% | -14.4% | -19.3% |
| YTD | +5.7% | +166.6% | -160.9% | -41.1% |
| 1Y | +9.0% | +458.9% | -449.9% | -53.7% |
| All | +339.7% | +507.1% | -167.4% | +65.7% |
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 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