+426.7%
KORU vs LEN
-28.8%
+455.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -3.5% | -9.0% | -9.5% |
| 7D | +2.3% | -7.8% | +10.1% | +9.5% |
| 30D | +20.0% | -11.0% | +31.0% | +32.1% |
| 3M | -32.7% | -12.8% | -19.9% | -23.6% |
| 6M | +13.3% | -20.2% | +33.5% | +41.0% |
| YTD | +133.2% | -23.0% | +156.2% | +194.5% |
| 1Y | +357.3% | -41.8% | +399.1% | +573.2% |
| All | +426.7% | -28.8% | +455.6% | +461.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling