+121.7%
KORU vs U
+90.5%
+31.2%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -2.1% | -4.1% | -5.5% |
| 7D | -34.5% | +24.4% | -58.9% | -41.5% |
| 30D | -59.6% | +7.4% | -67.0% | -61.6% |
| 3M | -56.1% | +16.8% | -72.9% | -59.7% |
| 6M | -84.7% | +78.8% | -163.5% | -88.0% |
| YTD | -20.6% | +14.0% | -34.5% | -30.8% |
| 1Y | -13.9% | +16.7% | -30.6% | -25.8% |
| All | +121.7% | +90.5% | +31.2% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 U 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