+31.4%
KORU vs VALE
+103.8%
-72.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +0.1% |
| 7D | +24.3% | +2.9% | +21.4% | +21.4% |
| 30D | +37.3% | +8.8% | +28.5% | +28.0% |
| 3M | -32.8% | +6.8% | -39.6% | -34.2% |
| 6M | +36.9% | +6.9% | +30.0% | +41.7% |
| YTD | +162.6% | +22.8% | +139.8% | +155.1% |
| 1Y | +467.0% | +61.3% | +405.8% | +354.1% |
| 3Y | +522.4% | +53.3% | +469.1% | +433.4% |
| 5Y | +57.9% | +44.9% | +13.0% | +37.0% |
| 10Y | +70.8% | +486.8% | -416.0% | -26.9% |
| All | +31.4% | +103.8% | -72.4% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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