+474.0%
KORU vs LYFT
+39.4%
+434.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.0% | +7.0% | +8.2% |
| 7D | -1.7% | -8.4% | +6.7% | +1.4% |
| 30D | +13.5% | -7.6% | +21.1% | +16.7% |
| 3M | -45.2% | +11.7% | -56.9% | -48.4% |
| 6M | +17.1% | +15.1% | +2.0% | +10.8% |
| YTD | +154.1% | -20.9% | +175.0% | +172.8% |
| 1Y | +375.7% | -16.4% | +392.0% | +394.5% |
| 3Y | +474.0% | +35.2% | +438.8% | +312.4% |
| All | +474.0% | +39.4% | +434.6% | +312.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 LYFT 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