-57.7%
KORU vs ADP
+642.2%
-699.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -6.0% |
| 7D | +11.1% | +2.2% | +9.0% | +8.8% |
| 30D | -40.6% | +10.6% | -51.2% | -48.0% |
| 3M | -63.9% | +12.9% | -76.8% | -69.9% |
| 6M | -82.8% | +50.6% | -133.5% | -91.2% |
| YTD | -15.4% | +23.2% | -38.6% | -48.0% |
| 1Y | -3.3% | +25.3% | -28.5% | -42.3% |
| 3Y | +136.2% | +47.1% | +89.0% | +8.1% |
| 5Y | -36.7% | +50.1% | -86.8% | -71.3% |
| 10Y | -22.9% | +323.6% | -346.5% | -90.2% |
| All | -57.7% | +642.2% | -699.9% | -97.2% |
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 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