+474.0%
KORU vs AEIS
+173.7%
+300.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +4.9% | +4.0% | +2.7% |
| 7D | -1.7% | +2.3% | -4.0% | -3.9% |
| 30D | +13.5% | -14.8% | +28.3% | +41.8% |
| 3M | -45.2% | -15.6% | -29.6% | -22.3% |
| 6M | +17.1% | -8.7% | +25.8% | +67.9% |
| YTD | +154.1% | +37.3% | +116.8% | +159.5% |
| 1Y | +375.7% | +80.3% | +295.3% | +280.7% |
| 3Y | +474.0% | +177.9% | +296.1% | +192.7% |
| All | +474.0% | +173.7% | +300.3% | +192.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling