-57.7%
KORU vs COP
+270.6%
-328.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.6% | -7.0% | -6.4% |
| 7D | +11.1% | +4.4% | +6.7% | +8.0% |
| 30D | -40.6% | 0.0% | -40.6% | -41.0% |
| 3M | -63.9% | +15.0% | -78.9% | -68.0% |
| 6M | -82.8% | +22.0% | -104.8% | -86.1% |
| YTD | -15.4% | +55.3% | -70.7% | -45.8% |
| 1Y | -3.3% | +64.1% | -67.4% | -40.8% |
| 3Y | +136.2% | +34.1% | +102.1% | +60.7% |
| 5Y | -36.7% | +133.4% | -170.1% | -74.1% |
| 10Y | -22.9% | +338.6% | -361.5% | -81.7% |
| All | -57.7% | +270.6% | -328.3% | -91.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling