+502.1%
KORU vs EL
-32.9%
+535.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.4% | +3.0% |
| 7D | +20.1% | -2.4% | +22.5% | +21.6% |
| 30D | +47.5% | +13.7% | +33.8% | +37.4% |
| 3M | -30.1% | +14.5% | -44.6% | -35.0% |
| 6M | +20.1% | +7.4% | +12.7% | +13.3% |
| YTD | +166.6% | -4.7% | +171.3% | +163.2% |
| 1Y | +458.9% | +12.9% | +446.0% | +405.6% |
| All | +502.1% | -32.9% | +535.0% | +595.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling