+136.2%
KORU vs EW
+62.8%
+73.4%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.3% | -6.7% | -6.0% |
| 7D | +11.1% | +4.9% | +6.2% | +8.8% |
| 30D | -40.6% | +23.9% | -64.5% | -46.7% |
| 3M | -63.9% | +15.8% | -79.7% | -66.6% |
| 6M | -82.8% | +31.7% | -114.5% | -85.2% |
| YTD | -15.4% | +25.7% | -41.1% | -25.0% |
| 1Y | -3.3% | +24.4% | -27.7% | -13.9% |
| 3Y | +136.2% | +65.9% | +70.3% | +67.5% |
| All | +136.2% | +62.8% | +73.4% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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