+474.0%
KORU vs LUNR
+228.4%
+245.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.8% | +10.8% | +9.4% |
| 7D | -1.7% | -3.1% | +1.4% | -1.0% |
| 30D | +13.5% | -15.3% | +28.9% | +18.4% |
| 3M | -45.2% | -53.2% | +8.0% | -35.0% |
| 6M | +17.1% | -22.2% | +39.4% | +29.4% |
| YTD | +154.1% | -11.6% | +165.7% | +173.2% |
| 1Y | +375.7% | +68.4% | +307.2% | +367.1% |
| 3Y | +474.0% | +216.8% | +257.2% | +425.8% |
| All | +474.0% | +228.4% | +245.6% | +425.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 3y: compounded portfolio wealth divided by compounded LUNR 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…
3y analysis · Full analysis span regression · 6 months rolling