+375.7%
KORU vs ICE
-7.7%
+383.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.0% | +8.0% | +10.2% |
| 7D | -1.7% | -2.4% | +0.7% | -4.7% |
| 30D | +13.5% | +4.0% | +9.5% | +19.4% |
| 3M | -45.2% | +13.7% | -58.9% | -30.4% |
| 6M | +17.1% | +0.9% | +16.2% | +44.8% |
| YTD | +154.1% | -2.1% | +156.3% | +209.2% |
| 1Y | +375.7% | -9.5% | +385.2% | +418.5% |
| All | +375.7% | -7.7% | +383.4% | +418.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling