+36.8%
KORU vs REPL
-6.0%
+42.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.6% | +15.1% | +13.6% |
| 7D | +13.0% | -3.0% | +16.0% | +13.3% |
| 30D | +27.3% | +27.1% | +0.1% | +23.1% |
| 3M | -55.3% | +52.4% | -107.7% | -59.5% |
| 6M | +11.6% | +107.4% | -95.8% | -14.7% |
| YTD | +158.5% | +54.7% | +103.8% | +105.2% |
| 1Y | +482.2% | +158.9% | +323.3% | +298.5% |
| 3Y | +471.9% | -23.7% | +495.6% | +251.6% |
| 5Y | +41.1% | -54.3% | +95.5% | -6.2% |
| All | +36.8% | -6.0% | +42.8% | -36.4% |
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