+22.5%
KORU vs EME
-3.1%
+25.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -9.6% | +4.4% | +16.2% |
| 7D | -24.3% | -5.8% | -18.5% | -15.6% |
| 30D | -54.2% | -17.9% | -36.3% | -30.3% |
| 3M | -45.4% | -22.0% | -23.5% | -3.5% |
| 6M | -66.5% | -29.7% | -36.8% | -3.9% |
| YTD | +14.9% | +4.7% | +10.2% | +80.6% |
| 1Y | +22.5% | -2.1% | +24.7% | +114.1% |
| All | +22.5% | -3.1% | +25.6% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling