+143.7%
LLY vs KORU
+126.0%
+17.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +11.3% | -7.0% | +4.1% |
| 7D | +0.1% | -25.8% | +25.9% | +0.4% |
| 30D | +19.7% | -56.9% | +76.6% | +21.2% |
| 3M | +19.3% | -55.7% | +75.0% | +19.9% |
| 6M | +49.3% | -83.7% | +133.0% | +50.8% |
| YTD | +32.0% | -15.3% | +47.3% | +14.7% |
| 1Y | +53.7% | +3.4% | +50.3% | +30.8% |
| 3Y | +143.7% | +133.8% | +10.0% | +85.0% |
| All | +143.7% | +126.0% | +17.8% | +85.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling