-36.9%
KORU vs ES
+6.6%
-43.4%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -5.7% |
| 7D | +11.1% | +2.7% | +8.4% | +10.1% |
| 30D | -40.6% | +7.6% | -48.2% | -43.1% |
| 3M | -63.9% | +0.5% | -64.4% | -64.4% |
| 6M | -82.8% | +7.6% | -90.4% | -84.1% |
| YTD | -15.4% | +10.2% | -25.6% | -22.8% |
| 1Y | -3.3% | +1.8% | -5.1% | -8.0% |
| 3Y | +136.2% | +55.4% | +80.8% | +60.6% |
| All | -36.9% | +6.6% | -43.4% | -42.9% |
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