+115.7%
KORU vs XYZ
+608.9%
-493.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +2.0% |
| 7D | +20.1% | -3.7% | +23.8% | +22.6% |
| 30D | +47.5% | +0.5% | +46.9% | +47.1% |
| 3M | -30.1% | +16.3% | -46.3% | -35.7% |
| 6M | +20.1% | +21.1% | -1.0% | +12.8% |
| YTD | +166.6% | +22.0% | +144.6% | +143.9% |
| 1Y | +458.9% | +5.2% | +453.8% | +451.1% |
| 3Y | +531.8% | +49.6% | +482.2% | +373.8% |
| 5Y | +67.7% | -68.4% | +136.1% | +163.4% |
| 10Y | +91.6% | +604.5% | -513.0% | -32.2% |
| All | +115.7% | +608.9% | -493.2% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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