+33.3%
KORU vs LVS
+14.7%
+18.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +2.7% |
| 7D | +20.1% | -2.7% | +22.8% | +22.7% |
| 30D | +47.5% | -4.7% | +52.2% | +52.4% |
| 3M | -30.1% | -15.6% | -14.5% | -21.3% |
| 6M | +20.1% | -18.6% | +38.8% | +43.4% |
| YTD | +166.6% | -32.3% | +198.8% | +263.9% |
| 1Y | +458.9% | -18.0% | +477.0% | +540.1% |
| 3Y | +531.8% | -5.8% | +537.6% | +525.5% |
| 5Y | +67.7% | +5.7% | +61.9% | +40.2% |
| 10Y | +91.6% | 0.0% | +91.5% | +88.3% |
| All | +33.3% | +14.7% | +18.7% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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