-36.9%
KORU vs COP
+133.8%
-170.7%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.6% | -7.0% | -5.8% |
| 7D | +11.1% | +4.4% | +6.7% | +10.0% |
| 30D | -40.6% | 0.0% | -40.6% | -40.8% |
| 3M | -63.9% | +15.0% | -78.9% | -65.6% |
| 6M | -82.8% | +22.0% | -104.8% | -84.2% |
| YTD | -15.4% | +55.3% | -70.7% | -35.2% |
| 1Y | -3.3% | +64.1% | -67.4% | -28.3% |
| 3Y | +136.2% | +34.1% | +102.1% | +89.0% |
| All | -36.9% | +133.8% | -170.7% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling