+61.0%
CSCO vs KORU
+362.6%
-301.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -12.5% | +10.7% | -1.2% |
| 7D | -1.1% | +2.3% | -3.4% | -1.3% |
| 30D | -10.8% | +20.0% | -30.8% | -12.0% |
| 3M | -9.2% | -32.7% | +23.5% | -9.8% |
| 6M | +39.5% | +13.3% | +26.2% | +31.2% |
| YTD | +41.5% | +133.2% | -91.7% | +25.5% |
| 1Y | +61.0% | +357.3% | -296.3% | +39.3% |
| All | +61.0% | +362.6% | -301.6% | +39.3% |
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 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