+474.0%
KORU vs EQX
+168.9%
+305.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.6% | +7.3% | +7.9% |
| 7D | -1.7% | -3.2% | +1.5% | +0.7% |
| 30D | +13.5% | +7.8% | +5.8% | +9.0% |
| 3M | -45.2% | +21.3% | -66.5% | -50.3% |
| 6M | +17.1% | -22.4% | +39.5% | +38.7% |
| YTD | +154.1% | -11.3% | +165.5% | +187.7% |
| 1Y | +375.7% | +13.5% | +362.2% | +378.7% |
| 3Y | +474.0% | +162.1% | +311.9% | +277.5% |
| All | +474.0% | +168.9% | +305.1% | +277.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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