+482.2%
KORU vs UL
-8.6%
+490.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -0.1% | +13.5% | +13.4% |
| 7D | +13.0% | -1.3% | +14.3% | +11.7% |
| 30D | +27.3% | +0.5% | +26.8% | +28.7% |
| 3M | -55.3% | +17.6% | -72.9% | -53.1% |
| 6M | +11.6% | -5.4% | +17.0% | +30.6% |
| YTD | +158.5% | +0.7% | +157.8% | +226.0% |
| 1Y | +482.2% | -9.3% | +491.4% | +623.7% |
| All | +482.2% | -8.6% | +490.8% | +623.7% |
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