+67.9%
KORU vs COO
+17.5%
+50.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -14.7% | +2.1% | +0.8% |
| 7D | +2.3% | -23.3% | +25.6% | +29.1% |
| 30D | +20.0% | -29.5% | +49.5% | +62.2% |
| 3M | -32.7% | -20.0% | -12.8% | -22.6% |
| 6M | +13.3% | -27.2% | +40.5% | +35.1% |
| YTD | +133.2% | -33.9% | +167.1% | +209.7% |
| 1Y | +357.3% | -19.9% | +377.2% | +388.6% |
| 3Y | +452.7% | -38.1% | +490.8% | +622.7% |
| 5Y | +47.2% | -52.0% | +99.2% | +162.9% |
| All | +67.9% | +17.5% | +50.3% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling