+82.9%
KORU vs EL
+26.1%
+56.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.7% | +8.3% | +8.4% |
| 7D | -1.7% | -6.5% | +4.8% | +4.2% |
| 30D | +13.5% | +11.1% | +2.4% | +2.5% |
| 3M | -45.2% | +10.7% | -55.9% | -50.9% |
| 6M | +17.1% | +6.9% | +10.3% | +6.0% |
| YTD | +154.1% | -6.3% | +160.4% | +149.8% |
| 1Y | +375.7% | +13.5% | +362.2% | +288.2% |
| 3Y | +474.0% | -33.1% | +507.1% | +551.1% |
| 5Y | +60.4% | -68.8% | +129.2% | +366.4% |
| All | +82.9% | +26.1% | +56.8% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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