+22.5%
KORU vs UL
+1.7%
+20.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.3% | -8.5% | -1.5% |
| 7D | -24.3% | +4.7% | -29.0% | -19.6% |
| 30D | -54.2% | +11.6% | -65.8% | -47.7% |
| 3M | -45.4% | +5.3% | -50.8% | -39.8% |
| 6M | -66.5% | +16.0% | -82.5% | -60.8% |
| YTD | +14.9% | +5.0% | +9.9% | +63.1% |
| 1Y | +22.5% | +1.1% | +21.4% | +68.4% |
| All | +22.5% | +1.7% | +20.9% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling