+336.5%
KORU vs EXEL
+52.0%
+284.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.5% | -11.0% | -11.4% |
| 7D | +2.3% | -2.9% | +5.2% | +4.5% |
| 30D | +20.0% | +11.9% | +8.1% | +10.1% |
| 3M | -32.7% | +9.2% | -41.9% | -36.4% |
| 6M | +13.3% | +39.1% | -25.8% | -4.3% |
| YTD | +133.2% | +31.0% | +102.2% | +98.7% |
| All | +336.5% | +52.0% | +284.5% | +281.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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