-11.9%
KORU vs SPOT
+227.0%
-238.9%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -3.2% | +16.6% | +14.9% |
| 7D | +13.0% | -0.9% | +13.9% | +13.3% |
| 30D | +27.3% | +12.5% | +14.8% | +18.3% |
| 3M | -55.3% | +9.9% | -65.2% | -59.2% |
| 6M | +11.6% | +1.6% | +10.0% | +3.6% |
| YTD | +158.5% | -6.6% | +165.1% | +144.5% |
| 1Y | +482.2% | -22.9% | +505.1% | +509.1% |
| 3Y | +471.9% | +244.3% | +227.6% | +140.4% |
| 5Y | +41.1% | +117.8% | -76.7% | -30.4% |
| All | -11.9% | +227.0% | -238.9% | -74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 all: compounded portfolio wealth divided by compounded SPOT 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…
all analysis · Full analysis span regression · 6 months rolling