+133.8%
KORU vs URI
+161.0%
-27.2%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +6.9% | +4.4% | +5.7% |
| 7D | -25.8% | -4.0% | -21.8% | -21.1% |
| 30D | -56.9% | +6.8% | -63.7% | -57.7% |
| 3M | -55.7% | -2.8% | -52.9% | -52.8% |
| 6M | -83.7% | +20.9% | -104.5% | -84.2% |
| YTD | -15.3% | +40.2% | -55.5% | -27.7% |
| 1Y | +3.4% | +34.1% | -30.7% | -9.1% |
| 3Y | +133.8% | +164.1% | -30.4% | +36.9% |
| All | +133.8% | +161.0% | -27.2% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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