-16.4%
KORU vs P
+526.5%
-542.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +4.4% | +14.0% | +15.6% |
| 7D | -18.1% | -4.7% | -13.4% | -11.4% |
| 30D | -45.7% | -31.4% | -14.3% | -26.6% |
| 3M | -51.6% | -2.6% | -49.0% | -48.0% |
| 6M | -82.6% | +21.9% | -104.6% | -82.6% |
| YTD | -5.9% | +58.9% | -64.9% | -17.1% |
| 1Y | +3.3% | +21.7% | -18.5% | +0.8% |
| 3Y | +154.5% | +193.3% | -38.8% | +37.1% |
| 5Y | -26.6% | +275.1% | -301.7% | -66.2% |
| 10Y | -14.3% | +655.3% | -669.6% | -72.5% |
| All | -16.4% | +526.5% | -542.9% | -75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling