+56.9%
KORU vs ELV
+24.6%
+32.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +5.5% | -10.2% | -6.0% |
| 7D | -1.7% | +2.8% | -4.5% | -2.4% |
| 30D | +13.5% | +4.9% | +8.6% | +11.6% |
| 3M | -45.2% | +4.9% | -50.1% | -46.6% |
| 6M | +17.1% | +45.1% | -27.9% | -0.4% |
| YTD | +154.1% | +20.7% | +133.5% | +128.2% |
| 1Y | +375.7% | +35.0% | +340.6% | +306.4% |
| 3Y | +474.0% | -2.4% | +476.4% | +447.3% |
| All | +56.9% | +24.6% | +32.4% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling