+474.0%
KORU vs EOSE
+42.6%
+431.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.0% | +10.0% | +9.2% |
| 7D | -1.7% | +1.8% | -3.5% | -2.2% |
| 30D | +13.5% | -6.8% | +20.4% | +15.5% |
| 3M | -45.2% | -36.3% | -8.9% | -37.8% |
| 6M | +17.1% | -38.8% | +55.9% | +38.2% |
| YTD | +154.1% | -65.5% | +219.7% | +216.1% |
| 1Y | +375.7% | -45.3% | +421.0% | +440.4% |
| 3Y | +474.0% | +44.2% | +429.9% | +406.3% |
| All | +474.0% | +42.6% | +431.4% | +406.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling