+482.2%
KORU vs EOSE
-49.1%
+531.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +10.9% | +2.6% | +8.1% |
| 7D | +13.0% | +19.0% | -6.0% | +3.5% |
| 30D | +27.3% | +1.6% | +25.7% | +25.8% |
| 3M | -55.3% | -52.0% | -3.3% | -36.9% |
| 6M | +11.6% | -42.5% | +54.1% | +50.1% |
| YTD | +158.5% | -66.1% | +224.7% | +266.4% |
| 1Y | +482.2% | -47.1% | +529.3% | +635.6% |
| All | +482.2% | -49.1% | +531.2% | +635.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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