+136.2%
KORU vs AA
+67.6%
+68.6%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.8% | -3.7% | -3.9% |
| 7D | +11.1% | +0.5% | +10.6% | +11.5% |
| 30D | -40.6% | -0.6% | -40.0% | -38.1% |
| 3M | -63.9% | -19.7% | -44.2% | -54.3% |
| 6M | -82.8% | -41.6% | -41.2% | -70.4% |
| YTD | -15.4% | -24.6% | +9.2% | +21.1% |
| 1Y | -3.3% | +4.9% | -8.1% | +10.1% |
| 3Y | +136.2% | +66.8% | +69.3% | +95.7% |
| All | +136.2% | +67.6% | +68.6% | +95.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling