+136.2%
KORU vs ESTC
+14.8%
+121.4%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.1% |
| 7D | +11.1% | +2.4% | +8.7% | +10.6% |
| 30D | -40.6% | -4.2% | -36.4% | -39.0% |
| 3M | -63.9% | +2.5% | -66.4% | -63.8% |
| 6M | -82.8% | +81.5% | -164.3% | -85.1% |
| YTD | -15.4% | +16.8% | -32.2% | -18.7% |
| 1Y | -3.3% | -3.5% | +0.2% | -2.0% |
| 3Y | +136.2% | +17.7% | +118.4% | +132.8% |
| All | +136.2% | +14.8% | +121.4% | +132.8% |
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