+29.3%
KORU vs COO
+161.6%
-132.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.5% | +14.9% | +14.7% |
| 7D | +13.0% | -2.2% | +15.2% | +15.1% |
| 30D | +27.3% | -7.0% | +34.3% | +34.2% |
| 3M | -55.3% | +12.2% | -67.5% | -64.3% |
| 6M | +11.6% | -15.1% | +26.7% | +17.6% |
| YTD | +158.5% | -15.1% | +173.6% | +174.1% |
| 1Y | +482.2% | +2.3% | +479.8% | +408.2% |
| 3Y | +471.9% | -23.7% | +495.6% | +529.7% |
| 5Y | +41.1% | -38.9% | +80.1% | +98.7% |
| 10Y | +80.2% | +49.9% | +30.3% | +36.9% |
| All | +29.3% | +161.6% | -132.3% | -23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling