+416.0%
AAOI vs KORU
+92.5%
+323.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +9.0% | -7.0% | -1.0% |
| 7D | -0.2% | -1.7% | +1.5% | +0.1% |
| 30D | -23.7% | +13.5% | -37.2% | -27.6% |
| 3M | -39.0% | -45.2% | +6.2% | -31.2% |
| 6M | -17.0% | +17.1% | -34.2% | -38.9% |
| YTD | +202.2% | +154.1% | +48.1% | +63.4% |
| 1Y | +292.4% | +375.7% | -83.3% | +70.4% |
| 3Y | +804.4% | +474.0% | +330.4% | +246.1% |
| 5Y | +1,318.0% | +60.4% | +1,257.6% | +594.7% |
| All | +416.0% | +92.5% | +323.5% | +92.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling