+22.5%
KORU vs RL
+34.3%
-11.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.5% | -9.7% | -10.8% |
| 7D | -24.3% | +5.8% | -30.1% | -29.9% |
| 30D | -54.2% | +12.7% | -66.9% | -61.5% |
| 3M | -45.4% | +9.3% | -54.8% | -53.8% |
| 6M | -66.5% | +16.9% | -83.4% | -72.6% |
| YTD | +14.9% | +17.5% | -2.6% | -7.4% |
| 1Y | +22.5% | +34.6% | -12.1% | -14.8% |
| All | +22.5% | +34.3% | -11.8% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling