-57.7%
KORU vs EXPE
+344.8%
-402.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -4.8% |
| 7D | +11.1% | -0.5% | +11.6% | +11.7% |
| 30D | -40.6% | -6.1% | -34.5% | -38.2% |
| 3M | -63.9% | -21.3% | -42.6% | -59.4% |
| 6M | -82.8% | +19.0% | -101.8% | -85.4% |
| YTD | -15.4% | -8.4% | -7.0% | -21.5% |
| 1Y | -3.3% | -2.8% | -0.5% | -13.7% |
| 3Y | +136.2% | +120.8% | +15.4% | +13.0% |
| 5Y | -36.7% | +46.2% | -82.9% | -61.5% |
| 10Y | -22.9% | +123.8% | -146.7% | -68.8% |
| All | -57.7% | +344.8% | -402.5% | -84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling