-9.2%
COST vs KORU
+48.6%
-57.8%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.5% |
| 7D | -3.2% | +24.3% | -27.5% | -2.4% |
| 30D | -4.0% | +37.3% | -41.3% | -2.6% |
| 3M | -6.5% | -32.8% | +26.3% | -5.6% |
| All | -9.2% | +48.6% | -57.8% | -7.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling