+56.9%
KORU vs OWL
-15.1%
+72.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.2% | +7.7% | +7.9% |
| 7D | -1.7% | -10.1% | +8.4% | +7.8% |
| 30D | +13.5% | -11.9% | +25.5% | +26.0% |
| 3M | -45.2% | +10.7% | -55.9% | -49.0% |
| 6M | +17.1% | +22.1% | -5.0% | +3.3% |
| YTD | +154.1% | -24.8% | +178.9% | +227.3% |
| 1Y | +375.7% | -39.2% | +414.9% | +620.5% |
| 3Y | +474.0% | +1.7% | +472.3% | +401.9% |
| All | +56.9% | -15.1% | +72.1% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling