-55.3%
KORU vs ECL
+335.5%
-390.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.1% | -3.8% | -3.5% |
| 7D | +24.3% | -0.5% | +24.8% | +25.4% |
| 30D | -44.8% | +6.6% | -51.4% | -48.9% |
| 3M | -60.0% | +9.6% | -69.7% | -64.8% |
| 6M | -78.7% | +21.6% | -100.3% | -84.6% |
| YTD | -10.6% | +16.9% | -27.4% | -29.4% |
| 1Y | -3.8% | +17.9% | -21.7% | -25.6% |
| 3Y | +142.0% | +76.5% | +65.5% | +4.3% |
| 5Y | -33.1% | +36.6% | -69.7% | -57.8% |
| 10Y | -18.5% | +193.2% | -211.6% | -80.4% |
| All | -55.3% | +335.5% | -390.8% | -93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling