+482.2%
KORU vs KEEL
+169.0%
+313.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +3.6% | +9.9% | +11.0% |
| 7D | +13.0% | +7.8% | +5.2% | +7.6% |
| 30D | +27.3% | -11.7% | +39.0% | +40.1% |
| 3M | -55.3% | -41.5% | -13.8% | -31.9% |
| 6M | +11.6% | +54.9% | -43.3% | +18.2% |
| YTD | +158.5% | +47.7% | +110.9% | +175.1% |
| 1Y | +482.2% | +177.6% | +304.6% | +420.0% |
| All | +482.2% | +169.0% | +313.2% | +420.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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