+62.9%
KO vs KORU
+431.1%
-368.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -12.5% | +12.8% | +0.1% |
| 7D | -1.1% | +2.3% | -3.4% | -1.0% |
| 30D | +1.6% | +20.0% | -18.5% | +1.9% |
| 3M | +5.8% | -32.7% | +38.5% | +5.9% |
| 6M | +14.3% | +13.3% | +1.0% | +12.5% |
| YTD | +27.3% | +133.2% | -105.9% | +24.6% |
| 1Y | +33.2% | +357.3% | -324.1% | +28.4% |
| All | +62.9% | +431.1% | -368.2% | +54.2% |
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