+522.4%
KORU vs ACGL
+29.4%
+493.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.4% | +4.0% | +0.3% |
| 7D | +24.3% | -2.9% | +27.2% | +22.5% |
| 30D | +37.3% | -2.8% | +40.1% | +36.0% |
| 3M | -32.8% | +6.8% | -39.6% | -31.1% |
| 6M | +36.9% | -1.5% | +38.5% | +40.7% |
| YTD | +162.6% | -0.2% | +162.8% | +169.2% |
| 1Y | +467.0% | +5.3% | +461.7% | +476.2% |
| 3Y | +522.4% | +30.3% | +492.1% | +455.3% |
| All | +522.4% | +29.4% | +493.0% | +455.3% |
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