+67.7%
KORU vs REPL
-53.9%
+121.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.7% |
| 7D | +20.1% | -9.6% | +29.7% | +20.9% |
| 30D | +47.5% | +5.7% | +41.8% | +46.6% |
| 3M | -30.1% | +56.4% | -86.4% | -34.2% |
| 6M | +20.1% | +67.4% | -47.3% | +3.6% |
| YTD | +166.6% | +48.7% | +117.9% | +131.8% |
| 1Y | +458.9% | +148.3% | +310.7% | +342.8% |
| 3Y | +531.8% | -26.7% | +558.4% | +389.5% |
| 5Y | +67.7% | -54.1% | +121.8% | +36.7% |
| All | +67.7% | -53.9% | +121.6% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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