+114.9%
KORU vs ACGL
+34.9%
+80.0%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.9% | -7.2% | -5.5% |
| 7D | -34.5% | +1.3% | -35.8% | -33.8% |
| 30D | -59.6% | +14.2% | -73.8% | -55.0% |
| 3M | -56.1% | +11.1% | -67.1% | -51.4% |
| 6M | -84.7% | +16.4% | -101.0% | -82.3% |
| YTD | -20.6% | +13.8% | -34.4% | -8.5% |
| 1Y | -13.9% | +21.6% | -35.4% | -1.4% |
| 3Y | +114.9% | +33.5% | +81.3% | +161.4% |
| All | +114.9% | +34.9% | +80.0% | +161.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling