+108.5%
CSCO vs KORU
+521.6%
-413.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.1% |
| 7D | -0.5% | +24.3% | -24.8% | -2.1% |
| 30D | -10.1% | +37.3% | -47.4% | -12.7% |
| 3M | -11.7% | -32.8% | +21.1% | -12.6% |
| 6M | +40.1% | +36.9% | +3.2% | +24.2% |
| YTD | +43.8% | +162.6% | -118.8% | +16.2% |
| 1Y | +66.6% | +467.0% | -400.4% | +21.6% |
| 3Y | +108.5% | +522.4% | -413.8% | +43.0% |
| All | +108.5% | +521.6% | -413.1% | +43.0% |
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