+27.1%
KORU vs LUMN
-57.7%
+84.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.9% | +7.1% | +8.3% |
| 7D | -1.7% | +2.5% | -4.2% | -2.5% |
| 30D | +13.5% | +10.3% | +3.2% | +10.5% |
| 3M | -45.2% | -18.3% | -26.9% | -40.0% |
| 6M | +17.1% | +4.4% | +12.8% | +24.3% |
| YTD | +154.1% | -10.7% | +164.8% | +177.5% |
| 1Y | +375.7% | +14.0% | +361.7% | +385.1% |
| 3Y | +474.0% | +406.6% | +67.4% | +167.1% |
| 5Y | +60.4% | -36.8% | +97.2% | +76.1% |
| 10Y | +82.6% | -56.2% | +138.8% | +101.9% |
| All | +27.1% | -57.7% | +84.9% | +28.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling