+22.5%
KORU vs LEN
-21.9%
+44.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +7.1% | -12.4% | -10.9% |
| 7D | -24.3% | +10.5% | -34.8% | -31.9% |
| 30D | -54.2% | +24.6% | -78.9% | -65.2% |
| 3M | -45.4% | +6.6% | -52.1% | -49.8% |
| 6M | -66.5% | +10.6% | -77.1% | -68.8% |
| YTD | +14.9% | -8.3% | +23.2% | +23.2% |
| 1Y | +22.5% | -22.5% | +45.1% | +35.5% |
| All | +22.5% | -21.9% | +44.4% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling