-57.7%
KORU vs ALL
+615.2%
-672.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.6% |
| 7D | +11.1% | +5.0% | +6.1% | +7.6% |
| 30D | -40.6% | +13.3% | -53.9% | -46.0% |
| 3M | -63.9% | +3.2% | -67.1% | -65.9% |
| 6M | -82.8% | +25.3% | -108.2% | -87.7% |
| YTD | -15.4% | +30.5% | -45.9% | -43.4% |
| 1Y | -3.3% | +29.2% | -32.5% | -35.0% |
| 3Y | +136.2% | +119.1% | +17.1% | -17.5% |
| 5Y | -36.7% | +162.6% | -199.3% | -84.0% |
| 10Y | -22.9% | +378.8% | -401.6% | -89.4% |
| All | -57.7% | +615.2% | -672.9% | -96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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