+482.2%
KORU vs OWL
-29.1%
+511.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.8% | +14.2% | +14.1% |
| 7D | +13.0% | -2.2% | +15.2% | +15.4% |
| 30D | +27.3% | +3.7% | +23.6% | +22.5% |
| 3M | -55.3% | +17.5% | -72.8% | -60.1% |
| 6M | +11.6% | +18.5% | -6.9% | -1.0% |
| YTD | +158.5% | -16.3% | +174.9% | +180.2% |
| 1Y | +482.2% | -29.7% | +511.9% | +571.3% |
| All | +482.2% | -29.1% | +511.3% | +571.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 1y: compounded portfolio wealth divided by compounded OWL 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…
1y analysis · Full analysis span regression · 6 months rolling