+22.5%
KORU vs ECL
+23.8%
-1.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.4% | -8.7% | -6.0% |
| 7D | -24.3% | +7.7% | -32.0% | -26.1% |
| 30D | -54.2% | +13.7% | -67.9% | -56.6% |
| 3M | -45.4% | +11.6% | -57.0% | -48.0% |
| 6M | -66.5% | +23.9% | -90.4% | -72.9% |
| YTD | +14.9% | +21.0% | -6.1% | +14.2% |
| 1Y | +22.5% | +23.1% | -0.6% | +20.6% |
| All | +22.5% | +23.8% | -1.2% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling