+230.1%
KORU vs KEEL
+294.5%
-64.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +3.8% | +5.2% | +8.2% |
| 7D | -1.7% | +2.9% | -4.6% | -2.1% |
| 30D | +13.5% | +0.8% | +12.7% | +14.5% |
| 3M | -45.2% | -35.3% | -9.9% | -38.3% |
| 6M | +17.1% | +59.4% | -42.2% | +17.8% |
| YTD | +154.1% | +51.9% | +102.2% | +157.6% |
| 1Y | +375.7% | +75.0% | +300.7% | +359.7% |
| 3Y | +474.0% | +224.5% | +249.5% | +371.5% |
| 5Y | +60.4% | -35.9% | +96.3% | +40.1% |
| All | +230.1% | +294.5% | -64.4% | +158.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling