+65.2%
KORU vs ESTC
-45.2%
+110.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.7% | +5.3% | +2.9% |
| 7D | +24.3% | -4.3% | +28.6% | +25.7% |
| 30D | +37.3% | +17.7% | +19.6% | +26.5% |
| 3M | -32.8% | +42.3% | -75.1% | -43.7% |
| 6M | +36.9% | +64.6% | -27.7% | +8.5% |
| YTD | +162.6% | +17.2% | +145.4% | +133.5% |
| 1Y | +467.0% | -4.2% | +471.2% | +442.8% |
| 3Y | +522.4% | +13.5% | +508.8% | +382.2% |
| All | +65.2% | -45.2% | +110.4% | +31.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling