+239.5%
KORU vs ADVB
-97.5%
+337.0%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.2% | +1.6% | +5.7% |
| 7D | -35.0% | -13.9% | -21.1% | -34.7% |
| 30D | -65.5% | -68.1% | +2.6% | -65.2% |
| 3M | -58.9% | -73.4% | +14.5% | -58.6% |
| 6M | -83.5% | -70.8% | -12.7% | -83.3% |
| YTD | -23.9% | -66.1% | +42.2% | -25.2% |
| 1Y | -12.4% | -77.5% | +65.1% | -10.6% |
| All | +239.5% | -97.5% | +337.0% | +486.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling