+426.7%
KORU vs UL
+19.9%
+406.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -1.4% | -11.1% | -12.6% |
| 7D | +2.3% | -4.1% | +6.4% | +2.1% |
| 30D | +20.0% | -1.2% | +21.2% | +20.0% |
| 3M | -32.7% | +6.0% | -38.7% | -34.5% |
| 6M | +13.3% | -5.5% | +18.8% | +17.4% |
| YTD | +133.2% | -3.3% | +136.5% | +145.1% |
| 1Y | +357.3% | -9.8% | +367.1% | +395.7% |
| All | +426.7% | +19.9% | +406.8% | +350.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling