+474.0%
KORU vs EME
+252.2%
+221.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.3% | +4.7% | +3.5% |
| 7D | -1.7% | +3.5% | -5.2% | -5.7% |
| 30D | +13.5% | -6.3% | +19.9% | +24.4% |
| 3M | -45.2% | -3.8% | -41.4% | -35.6% |
| 6M | +17.1% | +8.5% | +8.6% | +35.5% |
| YTD | +154.1% | +27.8% | +126.3% | +164.0% |
| 1Y | +375.7% | +22.2% | +353.5% | +406.4% |
| 3Y | +474.0% | +253.5% | +220.5% | +252.4% |
| All | +474.0% | +252.2% | +221.8% | +252.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling