+67.7%
KORU vs ADP
+43.9%
+23.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.8% |
| 7D | +20.1% | -5.7% | +25.8% | +21.7% |
| 30D | +47.5% | -3.1% | +50.6% | +48.2% |
| 3M | -30.1% | +15.6% | -45.7% | -38.5% |
| 6M | +20.1% | +20.8% | -0.7% | -0.6% |
| YTD | +166.6% | +4.7% | +161.8% | +148.9% |
| 1Y | +458.9% | -8.3% | +467.2% | +493.1% |
| 3Y | +531.8% | +13.6% | +518.2% | +409.3% |
| 5Y | +67.7% | +45.0% | +22.6% | -5.8% |
| All | +67.7% | +43.9% | +23.8% | -5.8% |
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