+33.3%
KORU vs EXEL
+1,187.6%
-1,154.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.2% |
| 7D | +20.1% | -0.3% | +20.4% | +20.2% |
| 30D | +47.5% | +10.1% | +37.3% | +43.6% |
| 3M | -30.1% | +10.1% | -40.1% | -31.6% |
| 6M | +20.1% | +37.7% | -17.5% | +12.1% |
| YTD | +166.6% | +33.1% | +133.5% | +151.0% |
| 1Y | +458.9% | +52.4% | +406.6% | +406.6% |
| 3Y | +531.8% | +163.8% | +367.9% | +390.2% |
| 5Y | +67.7% | +198.5% | -130.8% | +26.0% |
| 10Y | +91.6% | +386.9% | -295.3% | +29.9% |
| All | +33.3% | +1,187.6% | -1,154.3% | -30.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling