+47.2%
KORU vs EL
-69.5%
+116.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.3% | -10.2% | -10.9% |
| 7D | +2.3% | -4.4% | +6.7% | +5.8% |
| 30D | +20.0% | +10.3% | +9.7% | +11.4% |
| 3M | -32.7% | +13.4% | -46.1% | -38.8% |
| 6M | +13.3% | +3.1% | +10.2% | +7.9% |
| YTD | +133.2% | -6.9% | +140.1% | +133.0% |
| 1Y | +357.3% | +11.9% | +345.4% | +298.0% |
| 3Y | +452.7% | -33.8% | +486.5% | +550.5% |
| 5Y | +47.2% | -69.0% | +116.2% | +315.0% |
| All | +47.2% | -69.5% | +116.7% | +315.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling