+474.0%
KORU vs KEEL
+197.5%
+276.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.8% | +5.2% | +7.3% |
| 7D | -1.7% | +2.9% | -4.6% | -2.7% |
| 30D | +13.5% | +0.8% | +12.7% | +14.9% |
| 3M | -45.2% | -35.3% | -9.9% | -31.4% |
| 6M | +17.1% | +59.4% | -42.2% | +18.8% |
| YTD | +154.1% | +51.9% | +102.2% | +160.0% |
| 1Y | +375.7% | +75.0% | +300.7% | +343.3% |
| 3Y | +474.0% | +224.5% | +249.5% | +278.5% |
| All | +474.0% | +197.5% | +276.5% | +278.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling