-69.0%
KORU vs AFRM
-27.4%
-41.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.1% | -3.2% | -5.3% |
| 7D | -34.5% | -8.4% | -26.1% | -32.0% |
| 30D | -59.6% | -18.3% | -41.3% | -56.5% |
| 3M | -56.1% | -12.7% | -43.4% | -53.9% |
| 6M | -84.7% | +3.0% | -87.7% | -84.2% |
| YTD | -20.6% | -11.4% | -9.2% | -15.1% |
| 1Y | -13.9% | -13.3% | -0.6% | -7.8% |
| 3Y | +114.9% | +194.0% | -79.2% | +50.0% |
| 5Y | -36.0% | -50.6% | +14.6% | -52.7% |
| All | -69.0% | -27.4% | -41.6% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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