-20.7%
KORU vs ECL
+197.5%
-218.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.6% | -7.0% | -7.4% |
| 7D | +11.1% | +2.9% | +8.3% | +7.6% |
| 30D | -40.6% | +7.5% | -48.1% | -45.5% |
| 3M | -63.9% | +12.2% | -76.1% | -69.1% |
| 6M | -82.8% | +24.6% | -107.4% | -87.9% |
| YTD | -15.4% | +18.8% | -34.2% | -34.3% |
| 1Y | -3.3% | +19.3% | -22.6% | -26.1% |
| 3Y | +136.2% | +78.2% | +58.0% | +1.5% |
| 5Y | -36.7% | +38.8% | -75.5% | -60.4% |
| All | -20.7% | +197.5% | -218.3% | -79.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling