+502.1%
KORU vs URA
+116.4%
+385.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.9% | +3.3% |
| 7D | +20.1% | +5.7% | +14.4% | +11.6% |
| 30D | +47.5% | +5.6% | +41.9% | +39.0% |
| 3M | -30.1% | +6.2% | -36.3% | -26.9% |
| 6M | +20.1% | -8.2% | +28.4% | +67.1% |
| YTD | +166.6% | +9.7% | +156.9% | +241.3% |
| 1Y | +458.9% | +17.0% | +442.0% | +556.2% |
| All | +502.1% | +116.4% | +385.7% | +336.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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