+29.3%
KORU vs ADP
+560.6%
-531.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -2.1% | +15.5% | +15.5% |
| 7D | +13.0% | -3.4% | +16.4% | +16.7% |
| 30D | +27.3% | +2.8% | +24.5% | +22.4% |
| 3M | -55.3% | +20.9% | -76.2% | -68.7% |
| 6M | +11.6% | +29.9% | -18.3% | -33.0% |
| YTD | +158.5% | +9.6% | +148.9% | +87.9% |
| 1Y | +482.2% | -5.3% | +487.4% | +397.8% |
| 3Y | +471.9% | +16.5% | +455.4% | +262.6% |
| 5Y | +41.1% | +49.4% | -8.3% | -35.4% |
| 10Y | +80.2% | +282.2% | -202.0% | -73.2% |
| All | +29.3% | +560.6% | -531.3% | -89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling