+110.7%
CSCO vs KORU
+152.3%
-41.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.9% | +6.2% | +1.6% |
| 7D | +6.6% | +24.3% | -17.8% | +4.6% |
| 30D | -11.3% | -44.8% | +33.5% | -8.4% |
| 3M | -17.3% | -60.0% | +42.7% | -13.5% |
| 6M | +3.5% | -78.7% | +82.2% | +7.6% |
| YTD | +34.9% | -10.6% | +45.4% | +16.2% |
| 1Y | +40.5% | -3.8% | +44.3% | +19.7% |
| All | +110.7% | +152.3% | -41.6% | +48.0% |
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