+82.1%
KORU vs COMP
+353.8%
-271.7%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +10.7% | -4.9% | +1.2% |
| 7D | -35.0% | +13.4% | -48.4% | -37.5% |
| 30D | -65.5% | +11.1% | -76.6% | -67.0% |
| 3M | -58.9% | -18.8% | -40.1% | -55.0% |
| 6M | -83.5% | +10.5% | -94.0% | -84.2% |
| YTD | -23.9% | -3.4% | -20.5% | -25.1% |
| 1Y | -12.4% | +19.7% | -32.1% | -19.6% |
| 3Y | +82.1% | +381.6% | -299.5% | -0.4% |
| All | +82.1% | +353.8% | -271.7% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling