+55.0%
KORU vs ESTC
+31.2%
+23.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -4.5% | +17.9% | +15.4% |
| 7D | +13.0% | -8.1% | +21.1% | +16.9% |
| 30D | +27.3% | +31.7% | -4.4% | +9.6% |
| 3M | -55.3% | +41.1% | -96.3% | -63.1% |
| 6M | +11.6% | +77.1% | -65.5% | -18.6% |
| YTD | +158.5% | +21.7% | +136.8% | +119.3% |
| 1Y | +482.2% | +8.4% | +473.8% | +414.0% |
| 3Y | +471.9% | +23.6% | +448.3% | +300.1% |
| 5Y | +41.1% | -46.5% | +87.6% | +40.7% |
| All | +55.0% | +31.2% | +23.8% | -30.9% |
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