+67.9%
KORU vs EXPE
+165.2%
-97.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +1.6% | -14.1% | -13.5% |
| 7D | +2.3% | -8.7% | +11.0% | +7.3% |
| 30D | +20.0% | -13.6% | +33.7% | +28.8% |
| 3M | -32.7% | +26.6% | -59.4% | -45.7% |
| 6M | +13.3% | +19.9% | -6.6% | -6.0% |
| YTD | +133.2% | -1.7% | +134.9% | +105.7% |
| 1Y | +357.3% | +29.4% | +327.8% | +222.1% |
| 3Y | +452.7% | +155.7% | +297.0% | +115.9% |
| 5Y | +47.2% | +93.1% | -45.9% | -33.1% |
| All | +67.9% | +165.2% | -97.3% | -54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling