+375.7%
KORU vs ESTC
-7.7%
+383.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.1% | +9.1% | +9.0% |
| 7D | -1.7% | -9.2% | +7.5% | -1.3% |
| 30D | +13.5% | +8.1% | +5.5% | +12.5% |
| 3M | -45.2% | +38.5% | -83.7% | -46.6% |
| 6M | +17.1% | +57.8% | -40.7% | +14.9% |
| YTD | +154.1% | +10.5% | +143.6% | +159.2% |
| 1Y | +375.7% | -6.4% | +382.0% | +451.4% |
| All | +375.7% | -7.7% | +383.4% | +451.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling