+33.3%
KORU vs EFV
+175.8%
-142.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +4.1% |
| 7D | +20.1% | -0.5% | +20.6% | +21.7% |
| 30D | +47.5% | 0.0% | +47.5% | +48.0% |
| 3M | -30.1% | +8.4% | -38.5% | -41.4% |
| 6M | +20.1% | +12.3% | +7.8% | +5.2% |
| YTD | +166.6% | +17.4% | +149.2% | +120.0% |
| 1Y | +458.9% | +27.1% | +431.8% | +276.5% |
| 3Y | +531.8% | +90.7% | +441.0% | +63.5% |
| 5Y | +67.7% | +95.6% | -27.9% | -51.3% |
| 10Y | +91.6% | +165.3% | -73.7% | -56.7% |
| All | +33.3% | +175.8% | -142.5% | -69.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling