-41.9%
KORU vs RY
+123.7%
-165.7%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.3% | +7.1% | +8.5% |
| 7D | -35.0% | -0.9% | -34.1% | -32.2% |
| 30D | -65.5% | +5.9% | -71.4% | -68.8% |
| 3M | -58.9% | -4.3% | -54.6% | -53.3% |
| 6M | -83.5% | +12.1% | -95.6% | -86.6% |
| YTD | -23.9% | +20.3% | -44.1% | -43.6% |
| 1Y | -12.4% | +41.0% | -53.4% | -52.4% |
| 3Y | +82.1% | +157.5% | -75.4% | -69.4% |
| All | -41.9% | +123.7% | -165.7% | -85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling