+458.9%
KORU vs LII
-33.3%
+492.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.4% | +4.0% | +4.6% |
| 7D | +20.1% | +0.5% | +19.6% | +19.3% |
| 30D | +47.5% | -11.2% | +58.7% | +70.1% |
| 3M | -30.1% | -28.8% | -1.3% | +8.4% |
| 6M | +20.1% | -26.9% | +47.1% | +82.0% |
| YTD | +166.6% | -22.2% | +188.8% | +309.2% |
| 1Y | +458.9% | -32.0% | +490.9% | +787.6% |
| All | +458.9% | -33.3% | +492.3% | +787.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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