+56.9%
KORU vs RUN
-81.0%
+137.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.8% | +9.8% | +9.2% |
| 7D | -1.7% | -3.7% | +2.0% | -0.5% |
| 30D | +13.5% | -13.0% | +26.5% | +19.2% |
| 3M | -45.2% | -31.8% | -13.4% | -36.6% |
| 6M | +17.1% | -32.2% | +49.4% | +42.1% |
| YTD | +154.1% | -53.5% | +207.6% | +228.9% |
| 1Y | +375.7% | -46.5% | +422.2% | +490.1% |
| 3Y | +474.0% | -37.6% | +511.6% | +417.2% |
| All | +56.9% | -81.0% | +137.9% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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