+31.4%
KORU vs IT
+214.1%
-182.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -7.4% | +9.0% | +5.8% |
| 7D | +24.3% | -9.1% | +33.4% | +30.2% |
| 30D | +37.3% | -7.0% | +44.3% | +40.0% |
| 3M | -32.8% | +7.6% | -40.4% | -44.3% |
| 6M | +36.9% | +2.1% | +34.8% | +12.5% |
| YTD | +162.6% | -31.6% | +194.2% | +179.2% |
| 1Y | +467.0% | -29.9% | +496.9% | +475.9% |
| 3Y | +522.4% | -51.3% | +573.6% | +722.2% |
| 5Y | +57.9% | -44.8% | +102.7% | +89.1% |
| 10Y | +70.8% | +91.4% | -20.6% | -31.9% |
| All | +31.4% | +214.1% | -182.7% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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