-42.9%
KORU vs LSCC
+26.3%
-69.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +7.1% | -1.3% | -1.2% |
| 7D | -35.0% | +13.0% | -48.0% | -40.5% |
| 30D | -65.5% | -19.8% | -45.7% | -54.5% |
| 3M | -58.9% | -18.4% | -40.5% | -44.5% |
| 6M | -83.5% | -16.1% | -67.4% | -72.9% |
| YTD | -23.9% | +42.7% | -66.6% | -10.7% |
| 1Y | -12.4% | +68.0% | -80.4% | -8.3% |
| 3Y | +82.1% | +85.8% | -3.8% | +58.6% |
| All | -42.9% | +26.3% | -69.3% | -44.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling