+133.8%
KORU vs LII
-8.9%
+142.7%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.2% | +9.1% | +9.2% |
| 7D | -25.8% | -1.2% | -24.7% | -24.2% |
| 30D | -56.9% | -2.0% | -55.0% | -57.5% |
| 3M | -55.7% | -20.2% | -35.5% | -46.0% |
| 6M | -83.7% | -32.5% | -51.1% | -75.4% |
| YTD | -15.3% | -27.4% | +12.1% | +24.3% |
| 1Y | +3.4% | -28.2% | +31.5% | +52.8% |
| 3Y | +133.8% | -7.2% | +141.0% | +194.1% |
| All | +133.8% | -8.9% | +142.7% | +194.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling