+31.4%
KORU vs ICE
+496.7%
-465.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.7% | +3.5% |
| 7D | +24.3% | -1.2% | +25.4% | +25.0% |
| 30D | +37.3% | +5.0% | +32.4% | +30.4% |
| 3M | -32.8% | +13.9% | -46.7% | -44.2% |
| 6M | +36.9% | -4.4% | +41.3% | +32.7% |
| YTD | +162.6% | -1.9% | +164.5% | +142.7% |
| 1Y | +467.0% | -8.1% | +475.1% | +450.2% |
| 3Y | +522.4% | +42.5% | +479.9% | +277.8% |
| 5Y | +57.9% | +40.6% | +17.2% | -1.1% |
| 10Y | +70.8% | +217.1% | -146.4% | -36.2% |
| All | +31.4% | +496.7% | -465.3% | -67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling