+502.1%
KORU vs ESTC
+11.0%
+491.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.9% |
| 7D | +20.1% | -3.3% | +23.4% | +20.6% |
| 30D | +47.5% | +13.4% | +34.0% | +41.8% |
| 3M | -30.1% | +41.3% | -71.4% | -36.9% |
| 6M | +20.1% | +62.6% | -42.5% | +5.4% |
| YTD | +166.6% | +14.8% | +151.8% | +152.7% |
| 1Y | +458.9% | -5.1% | +464.0% | +456.4% |
| All | +502.1% | +11.0% | +491.1% | +493.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling