+149.7%
KORU vs Z
-20.9%
+170.6%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.6% | -4.2% |
| 7D | +24.3% | -4.9% | +29.3% | +26.6% |
| 30D | -44.8% | +3.0% | -47.8% | -45.3% |
| 3M | -60.0% | -13.4% | -46.6% | -58.4% |
| 6M | -78.7% | -27.3% | -51.3% | -76.5% |
| YTD | -10.6% | -57.8% | +47.2% | +25.1% |
| 1Y | -3.8% | -60.0% | +56.2% | +37.9% |
| All | +149.7% | -20.9% | +170.6% | +126.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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