-33.1%
KORU vs KEY
+12.7%
-45.8%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.6% |
| 7D | +24.3% | +1.8% | +22.6% | +23.1% |
| 30D | -44.8% | +7.1% | -52.0% | -46.9% |
| 3M | -60.0% | -5.9% | -54.1% | -58.0% |
| 6M | -78.7% | +2.2% | -80.9% | -79.0% |
| YTD | -10.6% | +6.4% | -17.0% | -12.7% |
| 1Y | -3.8% | +24.8% | -28.6% | -15.1% |
| 3Y | +142.0% | +125.2% | +16.7% | +43.6% |
| 5Y | -33.1% | +13.0% | -46.0% | -28.8% |
| All | -33.1% | +12.7% | -45.8% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 5y: compounded portfolio wealth divided by compounded KEY 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…
5y analysis · Full analysis span regression · 6 months rolling