-3.8%
KORU vs EXC
+3.2%
-7.0%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | 0.0% | -5.0% | -4.8% |
| 7D | +24.3% | -1.9% | +26.3% | +20.4% |
| 30D | -44.8% | +7.8% | -52.6% | -36.2% |
| 3M | -60.0% | +1.9% | -61.9% | -57.8% |
| 6M | -78.7% | +3.4% | -82.0% | -76.5% |
| YTD | -10.6% | +7.6% | -18.1% | -1.8% |
| 1Y | -3.8% | +2.1% | -5.9% | +9.1% |
| All | -3.8% | +3.2% | -7.0% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling