+426.7%
KORU vs EXEL
+160.7%
+266.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.5% | -11.0% | -12.0% |
| 7D | +2.3% | -2.9% | +5.2% | +3.4% |
| 30D | +20.0% | +11.9% | +8.1% | +15.3% |
| 3M | -32.7% | +9.2% | -41.9% | -34.4% |
| 6M | +13.3% | +39.1% | -25.8% | +4.6% |
| YTD | +133.2% | +31.0% | +102.2% | +117.4% |
| 1Y | +357.3% | +52.3% | +304.9% | +316.1% |
| All | +426.7% | +160.7% | +266.1% | +387.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling