+117.4%
COIN vs KORU
+478.8%
-361.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.0% | -7.2% | -0.3% |
| 7D | -5.1% | -1.7% | -3.4% | -5.0% |
| 30D | +17.6% | +13.5% | +4.1% | +12.7% |
| 3M | +9.2% | -45.2% | +54.4% | +11.4% |
| 6M | -11.8% | +17.1% | -28.9% | -40.1% |
| YTD | -22.5% | +154.1% | -176.6% | -64.1% |
| 1Y | -45.9% | +375.7% | -421.6% | -81.3% |
| 3Y | +117.4% | +474.0% | -356.6% | -36.0% |
| All | +117.4% | +478.8% | -361.4% | -36.0% |
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