+136.2%
KORU vs RRC
+60.0%
+76.2%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.6% |
| 7D | +11.1% | +6.4% | +4.8% | +9.1% |
| 30D | -40.6% | +23.9% | -64.5% | -43.8% |
| 3M | -63.9% | +30.2% | -94.1% | -66.6% |
| 6M | -82.8% | +26.3% | -109.1% | -84.1% |
| YTD | -15.4% | +48.1% | -63.5% | -29.8% |
| 1Y | -3.3% | +37.7% | -40.9% | -16.6% |
| 3Y | +136.2% | +60.3% | +75.9% | +81.4% |
| All | +136.2% | +60.0% | +76.2% | +81.4% |
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