-57.7%
KORU vs EMB
+44.6%
-102.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -4.5% |
| 7D | +11.1% | -0.9% | +12.0% | +15.9% |
| 30D | -40.6% | +0.4% | -41.0% | -41.1% |
| 3M | -63.9% | -3.1% | -60.8% | -58.2% |
| 6M | -82.8% | -2.1% | -80.8% | -79.6% |
| YTD | -15.4% | -1.1% | -14.3% | +5.4% |
| 1Y | -3.3% | -0.1% | -3.2% | +16.2% |
| 3Y | +136.2% | +29.6% | +106.6% | +19.4% |
| 5Y | -36.7% | +7.2% | -43.9% | -26.7% |
| 10Y | -22.9% | +35.5% | -58.4% | -47.8% |
| All | -57.7% | +44.6% | -102.2% | -73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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