-29.6%
KORU vs ADP
+49.2%
-78.8%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +0.3% | +18.1% | +18.4% |
| 7D | -18.1% | +0.9% | -19.0% | -18.2% |
| 30D | -45.7% | +11.9% | -57.6% | -46.9% |
| 3M | -51.6% | +13.7% | -65.3% | -53.0% |
| 6M | -82.6% | +46.8% | -129.4% | -86.4% |
| YTD | -5.9% | +21.8% | -27.7% | -14.6% |
| 1Y | +3.3% | +23.5% | -20.3% | -8.3% |
| 3Y | +154.5% | +44.1% | +110.4% | +78.1% |
| All | -29.6% | +49.2% | -78.8% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling