+39.8%
KORU vs ESTC
+19.3%
+20.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -3.6% | -8.9% | -10.9% |
| 7D | +2.3% | -13.2% | +15.5% | +8.6% |
| 30D | +20.0% | +9.3% | +10.7% | +12.5% |
| 3M | -32.7% | +37.3% | -70.1% | -44.8% |
| 6M | +13.3% | +61.0% | -47.7% | -13.6% |
| YTD | +133.2% | +10.7% | +122.5% | +106.4% |
| 1Y | +357.3% | -7.2% | +364.4% | +334.7% |
| 3Y | +452.7% | +7.2% | +445.5% | +315.6% |
| 5Y | +47.2% | -47.7% | +94.9% | +46.7% |
| All | +39.8% | +19.3% | +20.5% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling