+55.7%
LLY vs KORU
+487.7%
-432.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +13.4% | -14.3% | -0.9% |
| 7D | -2.1% | +13.0% | -15.1% | -2.1% |
| 30D | -1.6% | +27.3% | -28.9% | -1.7% |
| 3M | +2.3% | -55.3% | +57.6% | +3.1% |
| 6M | +14.9% | +11.6% | +3.3% | +9.0% |
| YTD | +7.5% | +158.5% | -151.1% | -1.0% |
| 1Y | +55.7% | +482.2% | -426.5% | +24.6% |
| All | +55.7% | +487.7% | -432.0% | +24.6% |
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