+33.3%
ORCL vs KORU
+521.6%
-488.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.1% |
| 7D | +15.0% | +24.3% | -9.3% | +11.2% |
| 30D | +10.5% | +37.3% | -26.8% | +4.1% |
| 3M | -23.0% | -32.8% | +9.8% | -24.4% |
| 6M | +7.0% | +36.9% | -29.9% | -14.9% |
| YTD | -15.8% | +162.6% | -178.4% | -45.3% |
| 1Y | -31.1% | +467.0% | -498.1% | -63.5% |
| 3Y | +33.3% | +522.4% | -489.1% | -34.4% |
| All | +33.3% | +521.6% | -488.3% | -34.4% |
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