+29.3%
KORU vs KEY
+266.3%
-237.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.3% | +13.2% | +13.2% |
| 7D | +13.0% | +2.2% | +10.8% | +11.3% |
| 30D | +27.3% | -3.0% | +30.3% | +30.6% |
| 3M | -55.3% | +3.3% | -58.6% | -56.4% |
| 6M | +11.6% | +9.2% | +2.4% | +5.1% |
| YTD | +158.5% | +10.6% | +147.9% | +142.0% |
| 1Y | +482.2% | +20.4% | +461.8% | +406.3% |
| 3Y | +471.9% | +121.8% | +350.1% | +201.3% |
| 5Y | +41.1% | +41.1% | 0.0% | -1.0% |
| 10Y | +80.2% | +168.5% | -88.3% | -28.8% |
| All | +29.3% | +266.3% | -237.0% | -61.7% |
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