-55.3%
KORU vs REPL
+36.8%
-92.1%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.4% |
| 7D | +11.1% | +1.2% | +9.9% | +10.8% |
| 30D | -40.6% | +92.2% | -132.8% | -44.9% |
| 3M | -63.9% | +44.1% | -108.0% | -65.5% |
| 6M | -82.8% | +313.0% | -395.8% | -86.7% |
| YTD | -15.4% | +125.2% | -140.6% | -35.7% |
| 1Y | -3.3% | +143.8% | -147.0% | -27.4% |
| 3Y | +136.2% | +104.2% | +32.0% | +19.3% |
| 5Y | -36.7% | -34.5% | -2.2% | -59.5% |
| All | -55.3% | +36.8% | -92.1% | -80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling