+482.2%
KORU vs ACGL
+4.8%
+477.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.7% | +15.2% | +8.7% |
| 7D | +13.0% | -0.7% | +13.7% | +11.2% |
| 30D | +27.3% | -1.0% | +28.3% | +26.9% |
| 3M | -55.3% | +11.0% | -66.3% | -35.4% |
| 6M | +11.6% | -0.3% | +11.9% | +42.0% |
| YTD | +158.5% | +2.3% | +156.3% | +246.7% |
| 1Y | +482.2% | +6.4% | +475.8% | +783.8% |
| All | +482.2% | +4.8% | +477.3% | +783.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 1y: compounded portfolio wealth divided by compounded ACGL 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…
1y analysis · Full analysis span regression · 6 months rolling