+4.4%
GOOGL vs KORU
+20.3%
-16.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -5.3% | +8.4% | +3.5% |
| 7D | -11.1% | -24.3% | +13.2% | -9.8% |
| 30D | -16.6% | -54.2% | +37.6% | -13.7% |
| 3M | -23.4% | -45.4% | +22.0% | -22.2% |
| 6M | -24.5% | -66.5% | +41.9% | -26.4% |
| YTD | -7.5% | +14.9% | -22.4% | -23.8% |
| 1Y | +4.4% | +22.5% | -18.2% | -15.6% |
| All | +4.4% | +20.3% | -16.0% | -15.6% |
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