-17.3%
META vs KORU
+487.7%
-505.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +13.4% | -12.4% | +0.5% |
| 7D | +6.7% | +13.0% | -6.3% | +6.2% |
| 30D | +4.8% | +27.3% | -22.5% | +3.7% |
| 3M | -1.6% | -55.3% | +53.7% | +0.1% |
| 6M | -7.5% | +11.6% | -19.1% | -17.3% |
| YTD | -6.4% | +158.5% | -164.9% | -22.9% |
| 1Y | -17.3% | +482.2% | -499.5% | -35.6% |
| All | -17.3% | +487.7% | -505.1% | -35.6% |
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