+502.1%
KORU vs EXPE
+149.5%
+352.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +20.1% | -11.5% | +31.6% | +23.5% |
| 30D | +47.5% | -13.1% | +60.5% | +51.6% |
| 3M | -30.1% | +18.1% | -48.2% | -35.8% |
| 6M | +20.1% | +13.3% | +6.9% | +10.7% |
| YTD | +166.6% | -3.2% | +169.8% | +152.5% |
| 1Y | +458.9% | +26.1% | +432.8% | +362.1% |
| All | +502.1% | +149.5% | +352.6% | +236.2% |
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