+515.7%
KORU vs RY
+159.8%
+356.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.7% | +14.1% | +14.9% |
| 7D | +13.0% | +3.1% | +9.9% | +5.9% |
| 30D | +27.3% | -0.3% | +27.6% | +29.0% |
| 3M | -55.3% | +8.7% | -63.9% | -61.7% |
| 6M | +11.6% | +28.5% | -16.9% | -30.5% |
| YTD | +158.5% | +25.1% | +133.4% | +70.2% |
| 1Y | +482.2% | +46.3% | +435.9% | +191.4% |
| All | +515.7% | +159.8% | +356.0% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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