+711.1%
AVGO vs KORU
+66.4%
+644.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.4% |
| 7D | -0.8% | +20.1% | -20.9% | -4.6% |
| 30D | -13.7% | +47.5% | -61.2% | -21.9% |
| 3M | -6.9% | -30.1% | +23.1% | -10.0% |
| 6M | +5.8% | +20.1% | -14.4% | -20.4% |
| YTD | +5.7% | +166.6% | -160.9% | -40.6% |
| 1Y | +9.0% | +458.9% | -449.9% | -51.9% |
| 3Y | +340.5% | +531.8% | -191.2% | +68.7% |
| 5Y | +711.1% | +67.7% | +643.4% | +282.3% |
| All | +711.1% | +66.4% | +644.7% | +282.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling