+164.3%
EWY vs KORU
+487.7%
-323.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +13.4% | -8.8% | 0.0% |
| 7D | +4.8% | +13.0% | -8.2% | +0.2% |
| 30D | +11.7% | +27.3% | -15.6% | +0.8% |
| 3M | -7.4% | -55.3% | +47.9% | +4.1% |
| 6M | +40.6% | +11.6% | +29.0% | +4.7% |
| YTD | +94.3% | +158.5% | -64.3% | +5.2% |
| 1Y | +164.3% | +482.2% | -317.9% | +6.5% |
| All | +164.3% | +487.7% | -323.4% | +6.5% |
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 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