+29.3%
KORU vs ACGL
+498.8%
-469.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -1.7% | +15.2% | +14.7% |
| 7D | +13.0% | -0.7% | +13.7% | +13.4% |
| 30D | +27.3% | -1.0% | +28.3% | +27.0% |
| 3M | -55.3% | +11.0% | -66.3% | -62.5% |
| 6M | +11.6% | -0.3% | +11.9% | +0.9% |
| YTD | +158.5% | +2.3% | +156.3% | +125.3% |
| 1Y | +482.2% | +6.4% | +475.8% | +376.4% |
| 3Y | +471.9% | +34.0% | +437.9% | +238.5% |
| 5Y | +41.1% | +161.6% | -120.5% | -61.8% |
| 10Y | +80.2% | +278.6% | -198.4% | -65.5% |
| All | +29.3% | +498.8% | -469.4% | -86.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling