+68.2%
KORU vs ELF
+303.8%
-235.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.2% | +7.8% | +8.5% |
| 7D | -1.7% | -11.6% | +9.9% | +3.0% |
| 30D | +13.5% | +4.6% | +8.9% | +11.9% |
| 3M | -45.2% | +59.7% | -104.9% | -54.9% |
| 6M | +17.1% | +21.2% | -4.1% | +7.7% |
| YTD | +154.1% | +27.4% | +126.7% | +126.4% |
| 1Y | +375.7% | -29.8% | +405.5% | +413.3% |
| 3Y | +474.0% | -28.5% | +502.5% | +434.8% |
| 5Y | +60.4% | +220.0% | -159.6% | -25.0% |
| All | +68.2% | +303.8% | -235.6% | -41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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