+67.7%
KORU vs ECL
+25.4%
+42.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +3.7% |
| 7D | +20.1% | -2.7% | +22.8% | +23.5% |
| 30D | +47.5% | -4.3% | +51.8% | +52.5% |
| 3M | -30.1% | +3.2% | -33.3% | -35.0% |
| 6M | +20.1% | -2.9% | +23.0% | +19.2% |
| YTD | +166.6% | +4.3% | +162.3% | +148.2% |
| 1Y | +458.9% | +1.6% | +457.3% | +425.4% |
| 3Y | +531.8% | +54.3% | +477.5% | +257.3% |
| 5Y | +67.7% | +26.5% | +41.2% | +15.5% |
| All | +67.7% | +25.4% | +42.3% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling