+82.9%
KORU vs EIX
+19.9%
+63.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.3% | +10.3% | +9.8% |
| 7D | -1.7% | -1.4% | -0.3% | -0.9% |
| 30D | +13.5% | -19.3% | +32.8% | +23.6% |
| 3M | -45.2% | -21.7% | -23.5% | -40.0% |
| 6M | +17.1% | -19.8% | +37.0% | +24.0% |
| YTD | +154.1% | -3.0% | +157.2% | +134.7% |
| 1Y | +375.7% | +5.1% | +370.6% | +307.2% |
| 3Y | +474.0% | -7.0% | +481.0% | +414.9% |
| 5Y | +60.4% | +22.0% | +38.4% | +14.9% |
| All | +82.9% | +19.9% | +63.1% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling