+82.1%
KORU vs EXPD
+68.8%
+13.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.3% | +8.1% | +7.6% |
| 7D | -35.0% | -7.2% | -27.8% | -29.9% |
| 30D | -65.5% | -3.3% | -62.3% | -64.0% |
| 3M | -58.9% | +3.4% | -62.3% | -58.6% |
| 6M | -83.5% | +22.7% | -106.2% | -85.1% |
| YTD | -23.9% | +24.5% | -48.4% | -34.0% |
| 1Y | -12.4% | +38.6% | -51.1% | -29.8% |
| 3Y | +82.1% | +71.5% | +10.6% | +14.6% |
| All | +82.1% | +68.8% | +13.3% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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