-11.5%
AAL vs KORU
-56.5%
+45.0%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.4% | +0.1% |
| 7D | -0.1% | +11.1% | -11.2% | -2.7% |
| 30D | +11.7% | -40.6% | +52.3% | +19.5% |
| 3M | -12.5% | -63.9% | +51.3% | +0.4% |
| 6M | +3.6% | -82.8% | +86.4% | +18.0% |
| YTD | -14.1% | -15.4% | +1.3% | -44.0% |
| 1Y | +0.8% | -3.3% | +4.0% | -37.2% |
| 3Y | +11.8% | +136.2% | -124.4% | -52.0% |
| 5Y | -35.1% | -36.7% | +1.6% | -63.5% |
| 10Y | -68.3% | -22.9% | -45.4% | -87.4% |
| All | -11.5% | -56.5% | +45.0% | -64.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling