-64.2%
KORU vs COMP
-52.0%
-12.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +10.7% | -4.9% | +1.8% |
| 7D | -35.0% | +13.4% | -48.4% | -37.3% |
| 30D | -65.5% | +11.1% | -76.6% | -66.8% |
| 3M | -58.9% | -18.8% | -40.1% | -55.5% |
| 6M | -83.5% | +10.5% | -94.0% | -84.1% |
| YTD | -23.9% | -3.4% | -20.5% | -23.0% |
| 1Y | -12.4% | +19.7% | -32.1% | -17.8% |
| 3Y | +82.1% | +381.6% | -299.5% | -3.1% |
| 5Y | -42.6% | -17.6% | -25.0% | -56.2% |
| All | -64.2% | -52.0% | -12.3% | -71.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling