+657.7%
CSCO vs KORU
+32.9%
+624.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +13.4% | -12.9% | -1.1% |
| 7D | -0.7% | +13.0% | -13.7% | -2.3% |
| 30D | -10.1% | +27.3% | -37.4% | -13.8% |
| 3M | -15.7% | -55.3% | +39.6% | -14.1% |
| 6M | +36.3% | +11.6% | +24.7% | +14.3% |
| YTD | +43.8% | +158.5% | -114.7% | +3.5% |
| 1Y | +63.9% | +482.2% | -418.2% | +2.1% |
| 3Y | +104.4% | +471.9% | -367.6% | +18.5% |
| 5Y | +111.4% | +41.1% | +70.2% | +43.4% |
| 10Y | +361.7% | +80.2% | +281.5% | +149.7% |
| All | +657.7% | +32.9% | +624.8% | +300.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling