+29.3%
KORU vs B
+121.3%
-91.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -2.2% | +15.6% | +14.5% |
| 7D | +13.0% | -1.6% | +14.6% | +13.9% |
| 30D | +27.3% | +9.4% | +17.8% | +22.3% |
| 3M | -55.3% | +5.0% | -60.3% | -54.2% |
| 6M | +11.6% | -3.5% | +15.1% | +21.5% |
| YTD | +158.5% | +4.5% | +154.1% | +177.0% |
| 1Y | +482.2% | +67.8% | +414.4% | +422.7% |
| 3Y | +471.9% | +196.7% | +275.2% | +324.1% |
| 5Y | +41.1% | +151.9% | -110.8% | +9.7% |
| 10Y | +80.2% | +202.2% | -122.0% | +28.8% |
| All | +29.3% | +121.3% | -91.9% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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