+136.2%
KORU vs EXPE
+121.7%
+14.5%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.1% |
| 7D | +11.1% | -0.5% | +11.6% | +11.4% |
| 30D | -40.6% | -6.1% | -34.5% | -38.8% |
| 3M | -63.9% | -21.3% | -42.6% | -61.6% |
| 6M | -82.8% | +19.0% | -101.8% | -84.0% |
| YTD | -15.4% | -8.4% | -7.0% | -17.4% |
| 1Y | -3.3% | -2.8% | -0.5% | -8.1% |
| 3Y | +136.2% | +120.8% | +15.4% | +39.6% |
| All | +136.2% | +121.7% | +14.5% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling