+95.1%
META vs KORU
+78.5%
+16.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.8% | -5.0% | +0.4% |
| 7D | -0.8% | -35.0% | +34.2% | +1.9% |
| 30D | -15.4% | -65.5% | +50.1% | -9.3% |
| 3M | +3.5% | -58.9% | +62.4% | +8.2% |
| 6M | -0.3% | -83.5% | +83.3% | +4.0% |
| YTD | -7.3% | -23.9% | +16.6% | -30.0% |
| 1Y | -1.1% | -12.4% | +11.4% | -27.9% |
| 3Y | +95.1% | +82.1% | +13.0% | +6.9% |
| All | +95.1% | +78.5% | +16.5% | +6.9% |
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