+13.8%
ORCL vs KORU
+138.6%
-124.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -5.4% | +4.0% | -0.5% |
| 7D | +8.0% | +11.1% | -3.2% | +5.9% |
| 30D | -4.0% | -40.6% | +36.6% | +2.5% |
| 3M | -19.5% | -63.9% | +44.4% | -8.8% |
| 6M | -33.5% | -82.8% | +49.3% | -23.4% |
| YTD | -34.8% | -15.4% | -19.4% | -50.9% |
| 1Y | -41.6% | -3.3% | -38.4% | -57.6% |
| 3Y | +13.8% | +136.2% | -122.4% | -39.7% |
| All | +13.8% | +138.6% | -124.8% | -39.7% |
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