-49.3%
KORU vs ESTC
+25.9%
-75.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.0% |
| 7D | +11.1% | +2.4% | +8.7% | +10.1% |
| 30D | -40.6% | -4.2% | -36.4% | -38.0% |
| 3M | -63.9% | +2.5% | -66.4% | -64.3% |
| 6M | -82.8% | +81.5% | -164.3% | -87.2% |
| YTD | -15.4% | +16.8% | -32.2% | -25.2% |
| 1Y | -3.3% | -3.5% | +0.2% | -7.0% |
| 3Y | +136.2% | +17.7% | +118.4% | +74.9% |
| 5Y | -36.7% | -51.7% | +15.0% | -31.4% |
| All | -49.3% | +25.9% | -75.2% | -76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling