-42.9%
KORU vs EXPD
+55.6%
-98.5%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.3% | +8.1% | +8.0% |
| 7D | -35.0% | -7.2% | -27.8% | -28.6% |
| 30D | -65.5% | -3.3% | -62.3% | -63.7% |
| 3M | -58.9% | +3.4% | -62.3% | -58.9% |
| 6M | -83.5% | +22.7% | -106.2% | -85.9% |
| YTD | -23.9% | +24.5% | -48.4% | -38.4% |
| 1Y | -12.4% | +38.6% | -51.1% | -36.5% |
| 3Y | +82.1% | +71.5% | +10.6% | -1.6% |
| All | -42.9% | +55.6% | -98.5% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling