+63.9%
CSCO vs KORU
+487.7%
-423.8%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +13.4% | -12.9% | -0.2% |
| 7D | -0.7% | +13.0% | -13.7% | -1.4% |
| 30D | -10.1% | +27.3% | -37.4% | -11.7% |
| 3M | -15.7% | -55.3% | +39.6% | -15.0% |
| 6M | +36.3% | +11.6% | +24.7% | +28.1% |
| YTD | +43.8% | +158.5% | -114.7% | +26.7% |
| 1Y | +63.9% | +482.2% | -418.2% | +39.9% |
| All | +63.9% | +487.7% | -423.8% | +39.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling