+68.0%
COST vs KORU
+431.1%
-363.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -12.5% | +12.5% | 0.0% |
| 7D | -2.5% | +2.3% | -4.8% | -2.5% |
| 30D | -4.4% | +20.0% | -24.5% | -4.5% |
| 3M | -8.1% | -32.7% | +24.6% | -8.2% |
| 6M | -9.2% | +13.3% | -22.6% | -13.1% |
| YTD | +5.1% | +133.2% | -128.1% | -4.3% |
| 1Y | -5.1% | +357.3% | -362.4% | -17.9% |
| All | +68.0% | +431.1% | -363.1% | +36.5% |
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