+22.5%
KORU vs COP
+61.7%
-39.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -5.2% | -0.1% | -11.5% |
| 7D | -24.3% | -8.1% | -16.2% | -31.5% |
| 30D | -54.2% | +6.7% | -60.9% | -49.2% |
| 3M | -45.4% | +16.9% | -62.3% | -30.6% |
| 6M | -66.5% | +11.2% | -77.6% | -55.1% |
| YTD | +14.9% | +49.5% | -34.6% | +22.6% |
| 1Y | +22.5% | +60.7% | -38.1% | +23.8% |
| All | +22.5% | +61.7% | -39.1% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 1y: compounded portfolio wealth divided by compounded COP 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…
1y analysis · Full analysis span regression · 6 months rolling