+29.3%
KORU vs A
+465.0%
-435.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.6% | +12.8% | +12.7% |
| 7D | +13.0% | -1.9% | +14.9% | +15.9% |
| 30D | +27.3% | +6.9% | +20.4% | +18.2% |
| 3M | -55.3% | +9.2% | -64.5% | -59.1% |
| 6M | +11.6% | +25.7% | -14.1% | -12.9% |
| YTD | +158.5% | +11.5% | +147.0% | +129.0% |
| 1Y | +482.2% | +18.4% | +463.8% | +373.6% |
| 3Y | +471.9% | +26.6% | +445.3% | +315.3% |
| 5Y | +41.1% | -12.8% | +54.0% | +65.2% |
| 10Y | +80.2% | +247.2% | -167.0% | -51.4% |
| All | +29.3% | +465.0% | -435.7% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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