+610.6%
CSCO vs KORU
-54.0%
+664.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.9% | +6.2% | +1.9% |
| 7D | +6.6% | +24.3% | -17.8% | +3.4% |
| 30D | -11.3% | -44.8% | +33.5% | -6.5% |
| 3M | -17.3% | -60.0% | +42.7% | -11.1% |
| 6M | +3.5% | -78.7% | +82.2% | +9.6% |
| YTD | +34.9% | -10.6% | +45.4% | +7.3% |
| 1Y | +40.5% | -3.8% | +44.3% | +10.0% |
| 3Y | +109.3% | +142.0% | -32.7% | +30.9% |
| 5Y | +105.9% | -33.1% | +139.0% | +47.3% |
| 10Y | +335.8% | -18.5% | +354.3% | +153.5% |
| All | +610.6% | -54.0% | +664.6% | +315.3% |
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 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