+426.7%
KORU vs EAT
+585.9%
-159.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.3% | -12.2% | -12.4% |
| 7D | +2.3% | -6.2% | +8.5% | +4.7% |
| 30D | +20.0% | -3.0% | +23.0% | +21.2% |
| 3M | -32.7% | +45.6% | -78.4% | -42.9% |
| 6M | +13.3% | +53.5% | -40.2% | -5.3% |
| YTD | +133.2% | +49.6% | +83.6% | +96.3% |
| 1Y | +357.3% | +38.9% | +318.4% | +290.0% |
| All | +426.7% | +585.9% | -159.2% | +114.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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