+474.0%
KORU vs COPX
+149.4%
+324.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.1% | +9.1% | +9.1% |
| 7D | -1.7% | -2.3% | +0.6% | +2.5% |
| 30D | +13.5% | +0.3% | +13.3% | +14.0% |
| 3M | -45.2% | +6.8% | -52.0% | -45.4% |
| 6M | +17.1% | +7.9% | +9.2% | +39.8% |
| YTD | +154.1% | +23.7% | +130.4% | +172.4% |
| 1Y | +375.7% | +71.5% | +304.1% | +242.5% |
| 3Y | +474.0% | +149.1% | +324.9% | +154.6% |
| All | +474.0% | +149.4% | +324.7% | +154.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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