+31.4%
KORU vs LEN
+139.1%
-107.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.8% | +5.4% | +4.7% |
| 7D | +24.3% | -2.9% | +27.2% | +27.0% |
| 30D | +37.3% | -8.9% | +46.2% | +47.8% |
| 3M | -32.8% | -10.9% | -21.9% | -25.4% |
| 6M | +36.9% | -19.7% | +56.6% | +72.1% |
| YTD | +162.6% | -20.6% | +183.2% | +231.1% |
| 1Y | +467.0% | -42.4% | +509.5% | +792.9% |
| 3Y | +522.4% | -26.5% | +548.9% | +674.3% |
| 5Y | +57.9% | -10.9% | +68.8% | +66.8% |
| 10Y | +70.8% | +100.6% | -29.9% | -13.3% |
| All | +31.4% | +139.1% | -107.8% | -42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling