+426.7%
KORU vs OWL
-0.3%
+427.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -4.0% | -8.6% | -9.4% |
| 7D | +2.3% | -11.9% | +14.2% | +13.0% |
| 30D | +20.0% | -13.7% | +33.7% | +34.1% |
| 3M | -32.7% | +12.3% | -45.0% | -37.3% |
| 6M | +13.3% | +15.0% | -1.7% | +5.9% |
| YTD | +133.2% | -25.7% | +158.9% | +191.5% |
| 1Y | +357.3% | -39.5% | +396.8% | +554.0% |
| All | +426.7% | -0.3% | +427.1% | +361.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling