+502.1%
KORU vs RRC
+31.0%
+471.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | +20.1% | -1.7% | +21.8% | +20.7% |
| 30D | +47.5% | +3.6% | +43.9% | +45.3% |
| 3M | -30.1% | +8.8% | -38.9% | -33.7% |
| 6M | +20.1% | +0.8% | +19.3% | +16.9% |
| YTD | +166.6% | +19.0% | +147.6% | +137.5% |
| 1Y | +458.9% | +22.9% | +436.0% | +384.6% |
| All | +502.1% | +31.0% | +471.1% | +372.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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