-3.3%
KORU vs COP
+63.9%
-67.2%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.6% | -7.0% | -3.5% |
| 7D | +11.1% | +4.4% | +6.7% | +17.1% |
| 30D | -40.6% | 0.0% | -40.6% | -40.6% |
| 3M | -63.9% | +15.0% | -78.9% | -55.1% |
| 6M | -82.8% | +22.0% | -104.8% | -75.1% |
| YTD | -15.4% | +55.3% | -70.7% | -3.1% |
| 1Y | -3.3% | +64.1% | -67.4% | +6.0% |
| All | -3.3% | +63.9% | -67.2% | +6.0% |
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