+73.8%
KORU vs ELF
+334.6%
-260.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.9% | +6.5% | +3.4% |
| 7D | +24.3% | -1.2% | +25.5% | +24.9% |
| 30D | +37.3% | +5.9% | +31.4% | +34.3% |
| 3M | -32.8% | +99.5% | -132.3% | -49.2% |
| 6M | +36.9% | +26.5% | +10.4% | +22.9% |
| YTD | +162.6% | +37.2% | +125.4% | +127.2% |
| 1Y | +467.0% | -24.4% | +491.4% | +493.8% |
| 3Y | +522.4% | -23.3% | +545.7% | +464.1% |
| 5Y | +57.9% | +245.2% | -187.3% | -28.4% |
| All | +73.8% | +334.6% | -260.8% | -41.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling