-51.6%
KORU vs EXC
+3.8%
-55.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +0.2% | +18.3% | +18.8% |
| 7D | -18.1% | -1.4% | -16.8% | -19.7% |
| 30D | -45.7% | +8.3% | -54.0% | -41.1% |
| 3M | -51.6% | +2.6% | -54.2% | -45.2% |
| All | -51.6% | +3.8% | -55.4% | -45.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling