+16.6%
KORU vs AFL
+530.8%
-514.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.2% | -12.3% | -12.3% |
| 7D | +2.3% | -3.3% | +5.6% | +5.8% |
| 30D | +20.0% | -5.0% | +25.0% | +25.0% |
| 3M | -32.7% | -1.8% | -31.0% | -36.2% |
| 6M | +13.3% | +4.8% | +8.5% | -5.0% |
| YTD | +133.2% | +5.4% | +127.8% | +93.0% |
| 1Y | +357.3% | +9.0% | +348.3% | +253.7% |
| 3Y | +452.7% | +63.0% | +389.6% | +143.2% |
| 5Y | +47.2% | +134.5% | -87.3% | -58.8% |
| 10Y | +67.6% | +298.6% | -231.0% | -74.3% |
| All | +16.6% | +530.8% | -514.1% | -89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling