-42.9%
KORU vs PL
+20.8%
-63.7%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +10.4% | -4.6% | +1.7% |
| 7D | -35.0% | -6.8% | -28.2% | -31.9% |
| 30D | -65.5% | -29.3% | -36.2% | -59.4% |
| 3M | -58.9% | -44.8% | -14.1% | -46.9% |
| 6M | -83.5% | -68.4% | -15.1% | -72.5% |
| YTD | -23.9% | -36.4% | +12.5% | +0.4% |
| 1Y | -12.4% | +0.7% | -13.2% | -2.2% |
| 3Y | +82.1% | +455.3% | -373.2% | -2.4% |
| All | -42.9% | +20.8% | -63.7% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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