+474.0%
KORU vs ELV
-2.5%
+476.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.5% | -10.2% | -5.1% |
| 7D | -1.7% | +2.8% | -4.5% | -1.9% |
| 30D | +13.5% | +4.9% | +8.6% | +12.9% |
| 3M | -45.2% | +4.9% | -50.1% | -45.6% |
| 6M | +17.1% | +45.1% | -27.9% | +5.6% |
| YTD | +154.1% | +20.7% | +133.5% | +135.6% |
| 1Y | +375.7% | +35.0% | +340.6% | +327.6% |
| 3Y | +474.0% | -2.4% | +476.4% | +442.6% |
| All | +474.0% | -2.5% | +476.6% | +442.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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