+56.9%
KORU vs EW
-30.6%
+87.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -2.8% | +11.7% | +11.0% |
| 7D | -1.7% | -6.2% | +4.4% | +2.5% |
| 30D | +13.5% | -9.3% | +22.9% | +21.1% |
| 3M | -45.2% | -1.6% | -43.6% | -45.8% |
| 6M | +17.1% | -0.8% | +18.0% | +16.5% |
| YTD | +154.1% | -1.0% | +155.2% | +154.6% |
| 1Y | +375.7% | +8.2% | +367.5% | +343.4% |
| 3Y | +474.0% | +12.7% | +461.3% | +364.2% |
| All | +56.9% | -30.6% | +87.5% | +90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling