+129.7%
KORU vs P
+485.4%
-355.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +1.4% | +12.1% | +12.6% |
| 7D | +13.0% | +6.5% | +6.5% | +8.5% |
| 30D | +27.3% | +18.8% | +8.4% | +11.7% |
| 3M | -55.3% | +26.7% | -82.0% | -58.3% |
| 6M | +11.6% | +62.2% | -50.6% | -8.6% |
| YTD | +158.5% | +48.5% | +110.0% | +122.4% |
| 1Y | +482.2% | +26.4% | +455.8% | +429.0% |
| 3Y | +471.9% | +159.4% | +312.5% | +211.0% |
| 5Y | +41.1% | +275.8% | -234.6% | -38.9% |
| 10Y | +80.2% | +732.0% | -651.8% | -46.6% |
| All | +129.7% | +485.4% | -355.6% | -32.8% |
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