+136.2%
KORU vs EXEL
+230.5%
-94.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -4.9% |
| 7D | +11.1% | -0.8% | +12.0% | +11.7% |
| 30D | -40.6% | +13.1% | -53.7% | -42.4% |
| 3M | -63.9% | +36.3% | -100.2% | -67.4% |
| 6M | -82.8% | +34.5% | -117.3% | -84.4% |
| YTD | -15.4% | +57.4% | -72.8% | -25.8% |
| 1Y | -3.3% | +62.9% | -66.2% | -15.7% |
| 3Y | +136.2% | +229.5% | -93.3% | +105.3% |
| All | +136.2% | +230.5% | -94.3% | +105.3% |
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