+56.9%
KORU vs EXEL
+180.6%
-123.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -2.3% | +11.3% | +9.9% |
| 7D | -1.7% | -4.9% | +3.2% | +0.4% |
| 30D | +13.5% | +11.4% | +2.1% | +8.1% |
| 3M | -45.2% | +4.9% | -50.1% | -46.3% |
| 6M | +17.1% | +34.4% | -17.3% | +5.4% |
| YTD | +154.1% | +28.0% | +126.1% | +132.9% |
| 1Y | +375.7% | +43.6% | +332.0% | +315.9% |
| 3Y | +474.0% | +155.2% | +318.8% | +275.1% |
| All | +56.9% | +180.6% | -123.7% | -9.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling