+29.3%
KORU vs COP
+249.7%
-220.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.1% | +14.5% | +14.1% |
| 7D | +13.0% | +3.0% | +10.0% | +10.5% |
| 30D | +27.3% | +17.5% | +9.8% | +13.4% |
| 3M | -55.3% | +13.4% | -68.6% | -60.5% |
| 6M | +11.6% | +17.7% | -6.1% | -10.4% |
| YTD | +158.5% | +46.6% | +112.0% | +75.9% |
| 1Y | +482.2% | +44.6% | +437.5% | +297.5% |
| 3Y | +471.9% | +20.7% | +451.2% | +326.1% |
| 5Y | +41.1% | +185.0% | -143.9% | -50.8% |
| 10Y | +80.2% | +347.0% | -266.8% | -57.3% |
| All | +29.3% | +249.7% | -220.4% | -70.9% |
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