+67.7%
KORU vs RL
+233.3%
-165.6%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.9% | +4.7% |
| 7D | +20.1% | -0.3% | +20.4% | +20.4% |
| 30D | +47.5% | -17.5% | +65.0% | +75.7% |
| 3M | -30.1% | -14.0% | -16.1% | -18.5% |
| 6M | +20.1% | -2.0% | +22.1% | +28.3% |
| YTD | +166.6% | -4.6% | +171.2% | +191.5% |
| 1Y | +458.9% | +9.5% | +449.4% | +439.9% |
| 3Y | +531.8% | +200.5% | +331.3% | +133.7% |
| 5Y | +67.7% | +226.3% | -158.6% | -43.9% |
| All | +67.7% | +233.3% | -165.6% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling