+67.9%
KORU vs ECL
+155.8%
-87.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.2% | -12.3% | -12.2% |
| 7D | +2.3% | -2.6% | +5.0% | +5.8% |
| 30D | +20.0% | -4.6% | +24.6% | +25.5% |
| 3M | -32.7% | +6.0% | -38.7% | -40.4% |
| 6M | +13.3% | -3.0% | +16.3% | +12.1% |
| YTD | +133.2% | +4.0% | +129.2% | +113.9% |
| 1Y | +357.3% | +2.0% | +355.3% | +320.5% |
| 3Y | +452.7% | +53.9% | +398.7% | +184.4% |
| 5Y | +47.2% | +27.1% | +20.1% | +1.2% |
| All | +67.9% | +155.8% | -87.9% | -47.9% |
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