+298.9%
KORU vs ADVB
-95.9%
+394.8%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +42.7% | -47.6% | -6.0% |
| 7D | +24.3% | +74.2% | -49.9% | +22.2% |
| 30D | -44.8% | -35.9% | -9.0% | -45.2% |
| 3M | -60.0% | -56.4% | -3.6% | -60.4% |
| 6M | -78.7% | -36.7% | -42.0% | -78.9% |
| YTD | -10.6% | -43.3% | +32.8% | -13.5% |
| 1Y | -3.8% | -63.4% | +59.6% | -3.0% |
| All | +298.9% | -95.9% | +394.8% | +577.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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