-36.9%
KORU vs EIX
+18.4%
-55.2%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.6% |
| 7D | +11.1% | +1.4% | +9.8% | +10.4% |
| 30D | -40.6% | +8.5% | -49.2% | -42.9% |
| 3M | -63.9% | -13.5% | -50.4% | -62.6% |
| 6M | -82.8% | -12.4% | -70.5% | -83.0% |
| YTD | -15.4% | +5.9% | -21.3% | -25.2% |
| 1Y | -3.3% | +7.6% | -10.9% | -15.6% |
| 3Y | +136.2% | +12.8% | +123.4% | +79.2% |
| All | -36.9% | +18.4% | -55.2% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling