+143.8%
GOOGL vs KORU
+507.1%
-363.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.4% |
| 7D | -1.9% | +20.1% | -22.0% | -3.5% |
| 30D | -7.5% | +47.5% | -54.9% | -11.4% |
| 3M | -9.2% | -30.1% | +20.9% | -10.8% |
| 6M | +8.1% | +20.1% | -12.1% | -9.3% |
| YTD | +5.8% | +166.6% | -160.7% | -24.7% |
| 1Y | +38.3% | +458.9% | -420.6% | -15.0% |
| All | +143.8% | +507.1% | -363.3% | +35.5% |
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 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