+47.5%
KORU vs COMP
-31.2%
+78.7%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.5% | +12.9% | +13.2% |
| 7D | +13.0% | +1.4% | +11.6% | +12.5% |
| 30D | +27.3% | -13.3% | +40.6% | +34.3% |
| 3M | -55.3% | +41.1% | -96.4% | -60.8% |
| 6M | +11.6% | +17.2% | -5.6% | +6.1% |
| YTD | +158.5% | +5.2% | +153.3% | +152.0% |
| 1Y | +482.2% | +18.9% | +463.2% | +433.3% |
| 3Y | +471.9% | +215.9% | +256.0% | +239.3% |
| All | +47.5% | -31.2% | +78.7% | +44.2% |
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