+29.3%
KORU vs LSCC
+2,074.5%
-2,045.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +2.0% | +11.4% | +12.0% |
| 7D | +13.0% | +1.3% | +11.7% | +12.3% |
| 30D | +27.3% | -9.7% | +36.9% | +38.7% |
| 3M | -55.3% | -23.7% | -31.6% | -36.3% |
| 6M | +11.6% | +26.5% | -14.9% | +22.3% |
| YTD | +158.5% | +57.5% | +101.0% | +152.4% |
| 1Y | +482.2% | +75.7% | +406.5% | +437.6% |
| 3Y | +471.9% | +19.5% | +452.4% | +506.3% |
| 5Y | +41.1% | +83.8% | -42.6% | +16.1% |
| 10Y | +80.2% | +1,772.4% | -1,692.2% | -44.6% |
| All | +29.3% | +2,074.5% | -2,045.2% | -64.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling