+57.4%
KORU vs OWL
+32.0%
+25.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.5% | +6.1% | +4.9% |
| 7D | +24.3% | -3.9% | +28.2% | +27.7% |
| 30D | +37.3% | -3.7% | +41.0% | +40.4% |
| 3M | -32.8% | +21.4% | -54.2% | -40.5% |
| 6M | +36.9% | +18.3% | +18.6% | +25.3% |
| YTD | +162.6% | -20.1% | +182.7% | +211.3% |
| 1Y | +467.0% | -32.8% | +499.8% | +649.5% |
| 3Y | +522.4% | +8.6% | +513.8% | +473.2% |
| 5Y | +57.9% | -4.5% | +62.3% | +47.4% |
| All | +57.4% | +32.0% | +25.4% | +37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling