+1,162.1%
AMAT vs KORU
-39.8%
+1,201.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +5.8% | -1.6% | +2.4% |
| 7D | -14.7% | -35.0% | +20.3% | -4.6% |
| 30D | -36.1% | -65.5% | +29.4% | -14.9% |
| 3M | -36.9% | -58.9% | +22.0% | -23.6% |
| 6M | -22.2% | -83.5% | +61.3% | +3.3% |
| YTD | +29.9% | -23.9% | +53.8% | -7.8% |
| 1Y | +43.3% | -12.4% | +55.7% | -4.0% |
| 3Y | +142.7% | +82.1% | +60.6% | +11.7% |
| 5Y | +126.2% | -42.6% | +168.9% | +36.7% |
| All | +1,162.1% | -39.8% | +1,201.9% | +545.6% |
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 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