-7.8%
KORU vs ESI
+224.6%
-232.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +2.9% | +10.5% | +10.9% |
| 7D | +13.0% | +3.3% | +9.7% | +10.3% |
| 30D | +27.3% | -5.9% | +33.1% | +36.2% |
| 3M | -55.3% | -14.1% | -41.2% | -41.7% |
| 6M | +11.6% | +6.6% | +5.0% | +31.1% |
| YTD | +158.5% | +45.0% | +113.5% | +143.4% |
| 1Y | +482.2% | +41.5% | +440.7% | +462.6% |
| 3Y | +471.9% | +78.8% | +393.1% | +379.9% |
| 5Y | +41.1% | +70.9% | -29.7% | +28.5% |
| 10Y | +80.2% | +317.1% | -236.9% | +1.2% |
| All | -7.8% | +224.6% | -232.4% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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