+29.3%
KORU vs ES
+157.0%
-127.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.6% | +14.0% | +13.8% |
| 7D | +13.0% | +0.3% | +12.7% | +12.7% |
| 30D | +27.3% | -2.0% | +29.2% | +28.7% |
| 3M | -55.3% | +1.7% | -57.0% | -57.3% |
| 6M | +11.6% | -3.5% | +15.1% | +10.2% |
| YTD | +158.5% | +7.9% | +150.6% | +134.6% |
| 1Y | +482.2% | +17.2% | +465.0% | +388.8% |
| 3Y | +471.9% | +29.3% | +442.6% | +328.2% |
| 5Y | +41.1% | -5.7% | +46.9% | +34.8% |
| 10Y | +80.2% | +85.2% | -5.0% | +6.2% |
| All | +29.3% | +157.0% | -127.7% | -48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling