-55.3%
KORU vs KEY
+252.3%
-307.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.5% |
| 7D | +24.3% | +1.8% | +22.6% | +23.0% |
| 30D | -44.8% | +7.1% | -52.0% | -47.2% |
| 3M | -60.0% | -5.9% | -54.1% | -57.8% |
| 6M | -78.7% | +2.2% | -80.9% | -79.0% |
| YTD | -10.6% | +6.4% | -17.0% | -13.1% |
| 1Y | -3.8% | +24.8% | -28.6% | -17.2% |
| 3Y | +142.0% | +125.2% | +16.7% | +27.8% |
| 5Y | -33.1% | +13.0% | -46.0% | -43.2% |
| 10Y | -18.5% | +98.5% | -116.9% | -58.5% |
| All | -55.3% | +252.3% | -307.5% | -86.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling