+56.9%
KORU vs LYV
+93.4%
-36.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | 0.0% | +8.9% | +8.9% |
| 7D | -1.7% | -1.9% | +0.2% | -0.2% |
| 30D | +13.5% | -8.2% | +21.7% | +22.0% |
| 3M | -45.2% | -1.3% | -43.9% | -45.3% |
| 6M | +17.1% | +2.6% | +14.5% | +17.0% |
| YTD | +154.1% | +19.4% | +134.7% | +127.5% |
| 1Y | +375.7% | -2.2% | +377.9% | +386.2% |
| 3Y | +474.0% | +106.0% | +368.0% | +228.5% |
| All | +56.9% | +93.4% | -36.4% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LYV.
Daily Out/Under-Performance
Portfolio return minus LYV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYV 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 LYV 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