+56.9%
KORU vs ULTA
+44.7%
+12.3%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.1% | +6.9% | +7.8% |
| 7D | -1.7% | -3.1% | +1.4% | +0.1% |
| 30D | +13.5% | +2.8% | +10.7% | +10.3% |
| 3M | -45.2% | +14.8% | -60.0% | -50.5% |
| 6M | +17.1% | -16.2% | +33.4% | +26.8% |
| YTD | +154.1% | -9.6% | +163.8% | +163.2% |
| 1Y | +375.7% | +4.8% | +370.9% | +347.8% |
| 3Y | +474.0% | +30.7% | +443.3% | +339.1% |
| All | +56.9% | +44.7% | +12.3% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling