+31.4%
KORU vs LOW
+558.8%
-527.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.4% | +3.4% |
| 7D | +24.3% | +0.4% | +23.9% | +23.9% |
| 30D | +37.3% | -10.1% | +47.4% | +52.3% |
| 3M | -32.8% | -2.9% | -29.9% | -32.8% |
| 6M | +36.9% | -19.4% | +56.3% | +67.3% |
| YTD | +162.6% | -15.4% | +178.1% | +205.4% |
| 1Y | +467.0% | -24.9% | +492.0% | +632.2% |
| 3Y | +522.4% | -7.8% | +530.2% | +549.9% |
| 5Y | +57.9% | +8.4% | +49.5% | +39.1% |
| 10Y | +70.8% | +226.8% | -156.0% | -43.0% |
| All | +31.4% | +558.8% | -527.4% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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