+474.0%
KORU vs KEYS
+154.3%
+319.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.0% | +5.0% | +2.7% |
| 7D | -1.7% | +3.5% | -5.2% | -6.4% |
| 30D | +13.5% | -4.5% | +18.0% | +24.4% |
| 3M | -45.2% | -0.4% | -44.8% | -36.0% |
| 6M | +17.1% | +19.1% | -2.0% | +22.7% |
| YTD | +154.1% | +66.7% | +87.5% | +87.0% |
| 1Y | +375.7% | +96.5% | +279.2% | +193.2% |
| 3Y | +474.0% | +155.2% | +318.9% | +153.4% |
| All | +474.0% | +154.3% | +319.7% | +153.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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