+82.9%
KORU vs AEIS
+562.2%
-479.3%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.9% | +4.0% | +3.9% |
| 7D | -1.7% | +2.3% | -4.0% | -3.4% |
| 30D | +13.5% | -14.8% | +28.3% | +36.4% |
| 3M | -45.2% | -15.6% | -29.6% | -25.8% |
| 6M | +17.1% | -8.7% | +25.8% | +61.9% |
| YTD | +154.1% | +37.3% | +116.8% | +151.9% |
| 1Y | +375.7% | +80.3% | +295.3% | +270.1% |
| 3Y | +474.0% | +177.9% | +296.1% | +198.7% |
| 5Y | +60.4% | +235.8% | -175.4% | -27.8% |
| All | +82.9% | +562.2% | -479.3% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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