+502.1%
KORU vs U
+11.2%
+490.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +20.1% | +4.4% | +15.7% | +18.2% |
| 30D | +47.5% | -1.3% | +48.8% | +47.5% |
| 3M | -30.1% | +49.6% | -79.6% | -40.6% |
| 6M | +20.1% | +100.2% | -80.1% | -5.6% |
| YTD | +166.6% | -3.7% | +170.3% | +153.0% |
| 1Y | +458.9% | -6.5% | +465.4% | +430.7% |
| All | +502.1% | +11.2% | +490.9% | +355.1% |
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