+29.3%
KORU vs ECL
+298.5%
-269.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.1% | +13.3% | +13.3% |
| 7D | +13.0% | -2.6% | +15.6% | +17.0% |
| 30D | +27.3% | -2.2% | +29.4% | +29.2% |
| 3M | -55.3% | +10.1% | -65.4% | -62.9% |
| 6M | +11.6% | -5.7% | +17.3% | +15.8% |
| YTD | +158.5% | +7.0% | +151.6% | +128.7% |
| 1Y | +482.2% | +2.7% | +479.5% | +430.5% |
| 3Y | +471.9% | +57.7% | +414.2% | +184.7% |
| 5Y | +41.1% | +31.1% | +10.0% | -7.4% |
| 10Y | +80.2% | +150.9% | -70.7% | -46.3% |
| All | +29.3% | +298.5% | -269.2% | -80.1% |
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