+56.9%
KORU vs ES
-6.1%
+63.0%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.7% | +9.7% | +9.3% |
| 7D | -1.7% | -3.6% | +1.9% | -0.1% |
| 30D | +13.5% | -4.2% | +17.8% | +15.5% |
| 3M | -45.2% | +0.1% | -45.3% | -46.2% |
| 6M | +17.1% | -6.2% | +23.4% | +17.7% |
| YTD | +154.1% | +4.1% | +150.1% | +140.8% |
| 1Y | +375.7% | +10.2% | +365.5% | +330.6% |
| 3Y | +474.0% | +26.1% | +447.9% | +359.8% |
| All | +56.9% | -6.1% | +63.0% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling