+82.9%
KORU vs AEM
+378.0%
-295.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.9% | +7.1% | +7.9% |
| 7D | -1.7% | -2.1% | +0.4% | -0.2% |
| 30D | +13.5% | +8.4% | +5.1% | +8.7% |
| 3M | -45.2% | +27.3% | -72.5% | -51.2% |
| 6M | +17.1% | -9.7% | +26.8% | +31.2% |
| YTD | +154.1% | +19.0% | +135.2% | +155.9% |
| 1Y | +375.7% | +31.5% | +344.2% | +356.5% |
| 3Y | +474.0% | +338.7% | +135.3% | +232.1% |
| 5Y | +60.4% | +307.4% | -247.0% | -5.3% |
| All | +82.9% | +378.0% | -295.1% | -0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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