+68.3%
KORU vs EIX
+24.2%
+44.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +3.0% |
| 7D | +20.1% | +4.1% | +16.0% | +17.8% |
| 30D | +47.5% | -15.3% | +62.8% | +53.3% |
| 3M | -30.1% | -18.4% | -11.6% | -26.6% |
| 6M | +20.1% | -16.8% | +37.0% | +22.5% |
| YTD | +166.6% | -0.6% | +167.1% | +143.0% |
| 1Y | +458.9% | +10.7% | +448.3% | +368.2% |
| 3Y | +531.8% | -4.5% | +536.2% | +454.2% |
| All | +68.3% | +24.2% | +44.1% | +12.2% |
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 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