+112.6%
KORU vs JOBY
-42.1%
+154.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JOBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.7% | -10.8% | -11.8% |
| 7D | +2.3% | -8.2% | +10.5% | +5.7% |
| 30D | +20.0% | -25.1% | +45.1% | +34.7% |
| 3M | -32.7% | -28.8% | -3.9% | -19.8% |
| 6M | +13.3% | -36.1% | +49.5% | +49.8% |
| YTD | +133.2% | -52.2% | +185.4% | +236.5% |
| 1Y | +357.3% | -52.4% | +409.7% | +551.5% |
| 3Y | +452.7% | -13.6% | +466.2% | +491.6% |
| 5Y | +47.2% | -32.2% | +79.4% | +40.8% |
| All | +112.6% | -42.1% | +154.7% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JOBY.
Daily Out/Under-Performance
Portfolio return minus JOBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JOBY 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 JOBY 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