+56.9%
KORU vs LUMN
-37.8%
+94.8%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.9% | +7.1% | +8.4% |
| 7D | -1.7% | +2.5% | -4.2% | -2.4% |
| 30D | +13.5% | +10.3% | +3.2% | +11.0% |
| 3M | -45.2% | -18.3% | -26.9% | -41.0% |
| 6M | +17.1% | +4.4% | +12.8% | +23.6% |
| YTD | +154.1% | -10.7% | +164.8% | +174.0% |
| 1Y | +375.7% | +14.0% | +361.7% | +391.6% |
| 3Y | +474.0% | +406.6% | +67.4% | +273.8% |
| All | +56.9% | -37.8% | +94.8% | +135.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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