+22.5%
KORU vs ULTA
+27.7%
-5.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.1% | -9.3% | -6.0% |
| 7D | -24.3% | +6.7% | -31.0% | -25.3% |
| 30D | -54.2% | +21.7% | -76.0% | -56.9% |
| 3M | -45.4% | +21.5% | -66.9% | -48.2% |
| 6M | -66.5% | +27.5% | -94.0% | -68.6% |
| YTD | +14.9% | +9.2% | +5.7% | +16.5% |
| 1Y | +22.5% | +27.9% | -5.3% | +8.6% |
| All | +22.5% | +27.7% | -5.2% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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