+474.0%
KORU vs AEE
+46.3%
+427.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | 0.0% | +9.0% | +9.0% |
| 7D | -1.7% | -0.8% | -0.9% | -1.6% |
| 30D | +13.5% | -2.9% | +16.5% | +14.0% |
| 3M | -45.2% | -2.4% | -42.8% | -45.7% |
| 6M | +17.1% | -2.7% | +19.8% | +15.7% |
| YTD | +154.1% | +7.3% | +146.9% | +141.9% |
| 1Y | +375.7% | +7.5% | +368.1% | +350.2% |
| 3Y | +474.0% | +46.2% | +427.8% | +341.1% |
| All | +474.0% | +46.3% | +427.8% | +341.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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