-36.9%
KORU vs COMP
-10.9%
-25.9%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -6.1% |
| 7D | +11.1% | 0.0% | +11.1% | +11.5% |
| 30D | -40.6% | +16.6% | -57.2% | -43.8% |
| 3M | -63.9% | -23.5% | -40.4% | -59.8% |
| 6M | -82.8% | +25.7% | -108.6% | -84.2% |
| YTD | -15.4% | -3.4% | -12.0% | -14.2% |
| 1Y | -3.3% | +7.6% | -10.8% | -5.7% |
| 3Y | +136.2% | +423.6% | -287.4% | +19.6% |
| All | -36.9% | -10.9% | -25.9% | -49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling