+67.9%
KORU vs COP
+344.8%
-277.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +0.4% | -12.9% | -12.8% |
| 7D | +2.3% | +1.0% | +1.3% | +1.6% |
| 30D | +20.0% | +9.6% | +10.5% | +12.4% |
| 3M | -32.7% | +15.0% | -47.8% | -41.4% |
| 6M | +13.3% | +21.8% | -8.4% | -10.9% |
| YTD | +133.2% | +49.6% | +83.6% | +56.5% |
| 1Y | +357.3% | +49.9% | +307.4% | +204.5% |
| 3Y | +452.7% | +22.6% | +430.0% | +307.8% |
| 5Y | +47.2% | +193.6% | -146.4% | -51.3% |
| All | +67.9% | +344.8% | -277.0% | -55.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling