+522.4%
KORU vs P
+159.9%
+362.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.6% | -0.1% | +0.5% |
| 7D | +24.3% | +7.8% | +16.4% | +18.0% |
| 30D | +37.3% | +12.3% | +25.0% | +23.7% |
| 3M | -32.8% | +37.1% | -69.9% | -43.3% |
| 6M | +36.9% | +66.1% | -29.2% | +8.5% |
| YTD | +162.6% | +50.9% | +111.7% | +118.5% |
| 1Y | +467.0% | +27.2% | +439.8% | +396.3% |
| 3Y | +522.4% | +158.7% | +363.7% | +268.5% |
| All | +522.4% | +159.9% | +362.5% | +268.5% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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