+550.6%
KORU vs BOXX
+18.5%
+532.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | 0.0% | +8.9% | +9.4% |
| 7D | -1.7% | +0.1% | -1.8% | -1.3% |
| 30D | +13.5% | +0.3% | +13.2% | +17.0% |
| 3M | -45.2% | +1.0% | -46.2% | -40.8% |
| 6M | +17.1% | +1.9% | +15.2% | +25.2% |
| YTD | +154.1% | +2.7% | +151.5% | +161.5% |
| 1Y | +375.7% | +4.0% | +371.6% | +372.6% |
| 3Y | +474.0% | +14.7% | +459.4% | +955.2% |
| All | +550.6% | +18.5% | +532.2% | +2,025.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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