-36.9%
KORU vs ELF
+272.3%
-309.1%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.9% | -9.3% | -6.9% |
| 7D | +11.1% | +1.6% | +9.6% | +10.5% |
| 30D | -40.6% | +9.1% | -49.7% | -42.2% |
| 3M | -63.9% | +28.2% | -92.1% | -66.9% |
| 6M | -82.8% | +119.5% | -202.4% | -87.3% |
| YTD | -15.4% | +55.2% | -70.6% | -29.8% |
| 1Y | -3.3% | +58.6% | -61.9% | -20.6% |
| 3Y | +136.2% | +21.3% | +114.9% | +65.7% |
| All | -36.9% | +272.3% | -309.1% | -85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling