+474.0%
KORU vs EFV
+90.2%
+383.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.1% | +7.9% | +4.4% |
| 7D | -1.7% | -0.8% | -0.9% | +1.9% |
| 30D | +13.5% | +0.6% | +12.9% | +11.3% |
| 3M | -45.2% | +7.5% | -52.7% | -57.3% |
| 6M | +17.1% | +13.0% | +4.1% | -8.0% |
| YTD | +154.1% | +18.3% | +135.8% | +86.1% |
| 1Y | +375.7% | +26.7% | +348.9% | +184.7% |
| 3Y | +474.0% | +89.6% | +384.4% | +5.8% |
| All | +474.0% | +90.2% | +383.8% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 3y: compounded portfolio wealth divided by compounded EFV 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…
3y analysis · Full analysis span regression · 6 months rolling