+522.4%
KORU vs RL
+211.8%
+310.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.7% |
| 7D | +24.3% | +1.9% | +22.4% | +22.2% |
| 30D | +37.3% | -12.2% | +49.5% | +54.0% |
| 3M | -32.8% | -6.6% | -26.1% | -27.6% |
| 6M | +36.9% | +3.2% | +33.8% | +40.1% |
| YTD | +162.6% | -1.3% | +163.9% | +177.8% |
| 1Y | +467.0% | +13.6% | +453.4% | +435.8% |
| 3Y | +522.4% | +210.9% | +311.5% | +172.8% |
| All | +522.4% | +211.8% | +310.5% | +172.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling