-11.7%
AAL vs KORU
+32.9%
-44.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +13.4% | -12.2% | -1.7% |
| 7D | -3.7% | +13.0% | -16.7% | -6.5% |
| 30D | -20.8% | +27.3% | -48.1% | -26.5% |
| 3M | -1.3% | -55.3% | +54.0% | +0.4% |
| 6M | +5.4% | +11.6% | -6.2% | -23.7% |
| YTD | -14.4% | +158.5% | -172.9% | -53.2% |
| 1Y | +2.1% | +482.2% | -480.1% | -56.9% |
| 3Y | -10.6% | +471.9% | -482.5% | -66.1% |
| 5Y | -32.2% | +41.1% | -73.4% | -65.6% |
| 10Y | -62.7% | +80.2% | -142.9% | -87.0% |
| All | -11.7% | +32.9% | -44.6% | -70.4% |
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 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