-35.9%
KORU vs RACE
+663.9%
-699.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +0.7% | +10.6% | +10.5% |
| 7D | -25.8% | +3.9% | -29.8% | -28.3% |
| 30D | -56.9% | +7.4% | -64.4% | -60.2% |
| 3M | -55.7% | +1.6% | -57.3% | -55.9% |
| 6M | -83.7% | +23.3% | -107.0% | -86.9% |
| YTD | -15.3% | +14.7% | -29.9% | -25.2% |
| 1Y | +3.4% | +2.5% | +0.8% | +2.9% |
| 3Y | +133.8% | +28.0% | +105.8% | +64.6% |
| 5Y | -35.4% | +69.8% | -105.2% | -65.2% |
| 10Y | -27.3% | +734.9% | -762.2% | -90.0% |
| All | -35.9% | +663.9% | -699.8% | -92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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