+82.9%
KORU vs AA
+122.9%
-39.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.1% | +9.1% | +9.0% |
| 7D | -1.7% | -3.4% | +1.7% | +0.8% |
| 30D | +13.5% | -5.8% | +19.3% | +19.0% |
| 3M | -45.2% | -29.9% | -15.3% | -29.3% |
| 6M | +17.1% | -27.0% | +44.1% | +52.0% |
| YTD | +154.1% | -8.7% | +162.8% | +189.7% |
| 1Y | +375.7% | +50.6% | +325.0% | +294.3% |
| 3Y | +474.0% | +74.1% | +399.9% | +315.6% |
| 5Y | +60.4% | +2.6% | +57.8% | +44.1% |
| All | +82.9% | +122.9% | -39.9% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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