+65.2%
KORU vs EXPE
+90.6%
-25.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.9% | +9.5% | +5.2% |
| 7D | +24.3% | -9.8% | +34.1% | +29.8% |
| 30D | +37.3% | -11.5% | +48.8% | +43.6% |
| 3M | -32.8% | +21.7% | -54.5% | -42.2% |
| 6M | +36.9% | +10.4% | +26.5% | +22.6% |
| YTD | +162.6% | -2.5% | +165.2% | +139.6% |
| 1Y | +467.0% | +27.3% | +439.7% | +327.5% |
| 3Y | +522.4% | +153.5% | +368.8% | +171.1% |
| All | +65.2% | +90.6% | -25.4% | -17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling