+522.4%
KORU vs ES
+33.1%
+489.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | +24.3% | +1.4% | +22.9% | +23.8% |
| 30D | +37.3% | -1.2% | +38.5% | +37.7% |
| 3M | -32.8% | +5.0% | -37.8% | -35.1% |
| 6M | +36.9% | -2.8% | +39.7% | +36.2% |
| YTD | +162.6% | +8.6% | +154.0% | +147.1% |
| 1Y | +467.0% | +18.9% | +448.1% | +402.1% |
| 3Y | +522.4% | +32.1% | +490.2% | +372.3% |
| All | +522.4% | +33.1% | +489.2% | +372.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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