-57.7%
KORU vs ED
+224.9%
-282.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -5.9% |
| 7D | +11.1% | +2.1% | +9.1% | +10.3% |
| 30D | -40.6% | +10.4% | -51.0% | -43.3% |
| 3M | -63.9% | +12.5% | -76.4% | -65.9% |
| 6M | -82.8% | +14.9% | -97.7% | -84.4% |
| YTD | -15.4% | +24.8% | -40.2% | -27.4% |
| 1Y | -3.3% | +23.8% | -27.1% | -16.8% |
| 3Y | +136.2% | +51.6% | +84.5% | +69.2% |
| 5Y | -36.7% | +86.4% | -123.1% | -60.4% |
| 10Y | -22.9% | +145.4% | -168.3% | -61.0% |
| All | -57.7% | +224.9% | -282.6% | -84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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