+56.9%
KORU vs AFL
+133.8%
-76.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.7% | +8.3% | +8.6% |
| 7D | -1.7% | -1.6% | -0.1% | -0.9% |
| 30D | +13.5% | -4.0% | +17.6% | +15.2% |
| 3M | -45.2% | -0.5% | -44.7% | -47.5% |
| 6M | +17.1% | +6.5% | +10.6% | +2.6% |
| YTD | +154.1% | +6.2% | +148.0% | +122.1% |
| 1Y | +375.7% | +8.3% | +367.4% | +299.4% |
| 3Y | +474.0% | +62.5% | +411.5% | +187.5% |
| All | +56.9% | +133.8% | -76.9% | -54.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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