-57.7%
KORU vs O
+148.3%
-206.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | O | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.7% | -4.7% | -4.8% |
| 7D | +11.1% | -0.4% | +11.5% | +11.6% |
| 30D | -40.6% | +7.1% | -47.7% | -45.0% |
| 3M | -63.9% | -5.2% | -58.7% | -62.8% |
| 6M | -82.8% | -1.8% | -81.0% | -83.9% |
| YTD | -15.4% | +9.1% | -24.5% | -27.2% |
| 1Y | -3.3% | +9.7% | -12.9% | -17.4% |
| 3Y | +136.2% | +39.1% | +97.0% | +57.9% |
| 5Y | -36.7% | +8.4% | -45.1% | -45.0% |
| 10Y | -22.9% | +80.2% | -103.0% | -52.8% |
| All | -57.7% | +148.3% | -206.0% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside O.
Daily Out/Under-Performance
Portfolio return minus O return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × O 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 O 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