+56.9%
KORU vs LYFT
-69.9%
+126.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.0% | +7.0% | +8.3% |
| 7D | -1.7% | -8.4% | +6.7% | +1.1% |
| 30D | +13.5% | -7.6% | +21.1% | +16.4% |
| 3M | -45.2% | +11.7% | -56.9% | -48.0% |
| 6M | +17.1% | +15.1% | +2.0% | +11.7% |
| YTD | +154.1% | -20.9% | +175.0% | +173.1% |
| 1Y | +375.7% | -16.4% | +392.0% | +396.6% |
| 3Y | +474.0% | +35.2% | +438.8% | +370.8% |
| All | +56.9% | -69.9% | +126.9% | +77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling