-20.7%
KORU vs EIX
+35.3%
-56.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.6% |
| 7D | +11.1% | +1.4% | +9.8% | +10.2% |
| 30D | -40.6% | +8.5% | -49.2% | -43.7% |
| 3M | -63.9% | -13.5% | -50.4% | -62.4% |
| 6M | -82.8% | -12.4% | -70.5% | -82.9% |
| YTD | -15.4% | +5.9% | -21.3% | -26.0% |
| 1Y | -3.3% | +7.6% | -10.9% | -16.6% |
| 3Y | +136.2% | +12.8% | +123.4% | +83.1% |
| 5Y | -36.7% | +19.2% | -55.9% | -52.6% |
| All | -20.7% | +35.3% | -56.1% | -51.3% |
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