+56.9%
KORU vs ELAN
-30.9%
+87.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.4% | +7.6% | +8.1% |
| 7D | -1.7% | -5.4% | +3.7% | +2.1% |
| 30D | +13.5% | +4.7% | +8.8% | +10.2% |
| 3M | -45.2% | -3.7% | -41.5% | -44.1% |
| 6M | +17.1% | -1.2% | +18.3% | +24.2% |
| YTD | +154.1% | +2.4% | +151.8% | +168.4% |
| 1Y | +375.7% | +23.4% | +352.3% | +356.6% |
| 3Y | +474.0% | +96.7% | +377.3% | +271.4% |
| All | +56.9% | -30.9% | +87.9% | +121.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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