+502.1%
KORU vs ELF
-27.2%
+529.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.6% | +2.9% |
| 7D | +20.1% | -6.8% | +26.9% | +22.9% |
| 30D | +47.5% | +5.1% | +42.4% | +44.8% |
| 3M | -30.1% | +79.8% | -109.8% | -43.8% |
| 6M | +20.1% | +29.7% | -9.6% | +8.1% |
| YTD | +166.6% | +31.6% | +135.0% | +136.6% |
| 1Y | +458.9% | -27.9% | +486.9% | +484.4% |
| All | +502.1% | -27.2% | +529.3% | +332.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling