+39.5%
KORU vs ONON
-24.2%
+63.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | 0.0% | -12.6% | -12.5% |
| 7D | +2.3% | -5.3% | +7.6% | +5.0% |
| 30D | +20.0% | -13.1% | +33.1% | +28.4% |
| 3M | -32.7% | -29.3% | -3.4% | -22.5% |
| 6M | +13.3% | -34.5% | +47.9% | +39.5% |
| YTD | +133.2% | -42.2% | +175.4% | +205.9% |
| 1Y | +357.3% | -37.3% | +394.6% | +470.8% |
| 3Y | +452.7% | -9.3% | +461.9% | +456.4% |
| All | +39.5% | -24.2% | +63.7% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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