+67.7%
KORU vs COO
-44.2%
+111.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.2% | +7.7% | +6.1% |
| 7D | +20.1% | -9.0% | +29.1% | +28.2% |
| 30D | +47.5% | -16.8% | +64.3% | +67.4% |
| 3M | -30.1% | -7.5% | -22.6% | -29.6% |
| 6M | +20.1% | -16.3% | +36.4% | +27.6% |
| YTD | +166.6% | -22.5% | +189.1% | +207.2% |
| 1Y | +458.9% | -7.0% | +465.9% | +431.2% |
| 3Y | +531.8% | -27.5% | +559.2% | +614.3% |
| 5Y | +67.7% | -43.3% | +111.0% | +135.1% |
| All | +67.7% | -44.2% | +111.9% | +135.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling