-20.7%
KORU vs ADM
+133.7%
-154.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.7% | -8.1% | -7.7% |
| 7D | +11.1% | +4.2% | +7.0% | +7.4% |
| 30D | -40.6% | -12.8% | -27.8% | -33.9% |
| 3M | -63.9% | -8.5% | -55.4% | -62.2% |
| 6M | -82.8% | -10.9% | -71.9% | -81.5% |
| YTD | -15.4% | +29.4% | -44.8% | -35.8% |
| 1Y | -3.3% | +27.5% | -30.8% | -26.1% |
| 3Y | +136.2% | +10.3% | +125.8% | +87.5% |
| 5Y | -36.7% | +27.4% | -64.1% | -61.9% |
| All | -20.7% | +133.7% | -154.5% | -75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling