+502.1%
KORU vs COP
+21.4%
+480.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.6% |
| 7D | +20.1% | -0.5% | +20.6% | +20.1% |
| 30D | +47.5% | +11.7% | +35.8% | +48.1% |
| 3M | -30.1% | +17.7% | -47.7% | -29.3% |
| 6M | +20.1% | +18.3% | +1.8% | +15.7% |
| YTD | +166.6% | +49.1% | +117.5% | +126.7% |
| 1Y | +458.9% | +53.3% | +405.6% | +366.8% |
| All | +502.1% | +21.4% | +480.7% | +411.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling