+31.4%
KORU vs UL
+110.7%
-79.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.5% |
| 7D | +24.3% | -1.3% | +25.6% | +25.8% |
| 30D | +37.3% | +0.9% | +36.4% | +35.0% |
| 3M | -32.8% | +14.2% | -47.0% | -46.0% |
| 6M | +36.9% | -3.2% | +40.1% | +28.0% |
| YTD | +162.6% | -0.3% | +163.0% | +141.7% |
| 1Y | +467.0% | -8.8% | +475.8% | +461.4% |
| 3Y | +522.4% | +23.9% | +498.5% | +322.7% |
| 5Y | +57.9% | +21.4% | +36.5% | +9.5% |
| 10Y | +70.8% | +66.7% | +4.1% | -17.1% |
| All | +31.4% | +110.7% | -79.4% | -53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling