-3.3%
KORU vs ADP
+26.1%
-29.4%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -3.8% |
| 7D | +11.1% | +2.2% | +9.0% | +17.6% |
| 30D | -40.6% | +10.6% | -51.2% | -18.8% |
| 3M | -63.9% | +12.9% | -76.8% | -46.5% |
| 6M | -82.8% | +50.6% | -133.5% | -50.5% |
| YTD | -15.4% | +23.2% | -38.6% | +120.1% |
| 1Y | -3.3% | +25.3% | -28.5% | +152.2% |
| All | -3.3% | +26.1% | -29.4% | +152.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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