+426.7%
KORU vs CMCSA
-33.5%
+460.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +2.4% | -14.9% | -12.4% |
| 7D | +2.3% | -5.6% | +7.9% | +2.1% |
| 30D | +20.0% | -1.9% | +21.9% | +20.0% |
| 3M | -32.7% | +6.4% | -39.2% | -32.9% |
| 6M | +13.3% | -16.9% | +30.3% | +21.0% |
| YTD | +133.2% | -6.8% | +140.0% | +132.1% |
| 1Y | +357.3% | -15.9% | +373.2% | +384.2% |
| All | +426.7% | -33.5% | +460.2% | +534.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 3y: compounded portfolio wealth divided by compounded CMCSA 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…
3y analysis · Full analysis span regression · 6 months rolling