+57.3%
LLY vs KORU
+20.3%
+37.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.3% | +5.9% | +0.5% |
| 7D | +10.1% | -24.3% | +34.4% | +9.7% |
| 30D | +24.0% | -54.2% | +78.3% | +23.5% |
| 3M | +27.3% | -45.4% | +72.7% | +26.8% |
| 6M | +47.0% | -66.5% | +113.4% | +43.3% |
| YTD | +32.6% | +14.9% | +17.7% | +26.2% |
| 1Y | +57.3% | +22.5% | +34.8% | +49.0% |
| All | +57.3% | +20.3% | +37.0% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KORU.
Daily Out/Under-Performance
Portfolio return minus KORU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KORU 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 1y: compounded portfolio wealth divided by compounded KORU 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…
1y analysis · Full analysis span regression · 6 months rolling