+467.0%
KORU vs LSCC
+75.5%
+391.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | -0.9% |
| 7D | +24.3% | +5.2% | +19.1% | +14.0% |
| 30D | +37.3% | -9.6% | +47.0% | +67.9% |
| 3M | -32.8% | -17.8% | -15.0% | +16.8% |
| 6M | +36.9% | +37.4% | -0.5% | +48.2% |
| YTD | +162.6% | +59.7% | +102.9% | +147.3% |
| 1Y | +467.0% | +76.2% | +390.8% | +419.9% |
| All | +467.0% | +75.5% | +391.5% | +419.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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