+467.0%
KORU vs COMP
+11.9%
+455.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.3% | +4.9% | +3.6% |
| 7D | +24.3% | +4.1% | +20.2% | +21.3% |
| 30D | +37.3% | -14.5% | +51.9% | +49.9% |
| 3M | -32.8% | +41.8% | -74.6% | -46.9% |
| 6M | +36.9% | +23.6% | +13.3% | +12.6% |
| YTD | +162.6% | +1.7% | +160.9% | +116.3% |
| 1Y | +467.0% | +12.6% | +454.5% | +364.4% |
| All | +467.0% | +11.9% | +455.2% | +364.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling