-36.9%
KORU vs EXPE
+46.0%
-82.8%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -4.9% |
| 7D | +11.1% | -0.5% | +11.6% | +11.6% |
| 30D | -40.6% | -6.1% | -34.5% | -38.3% |
| 3M | -63.9% | -21.3% | -42.6% | -59.9% |
| 6M | -82.8% | +19.0% | -101.8% | -85.1% |
| YTD | -15.4% | -8.4% | -7.0% | -20.5% |
| 1Y | -3.3% | -2.8% | -0.5% | -12.6% |
| 3Y | +136.2% | +120.8% | +15.4% | +8.2% |
| All | -36.9% | +46.0% | -82.8% | -63.2% |
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 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