+3.9%
KORU vs AFRM
-25.0%
+29.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.5% | +7.0% | +3.1% |
| 7D | +20.1% | -8.0% | +28.1% | +22.9% |
| 30D | +47.5% | -9.8% | +57.3% | +51.6% |
| 3M | -30.1% | +4.7% | -34.7% | -30.1% |
| 6M | +20.1% | +34.1% | -14.0% | +15.8% |
| YTD | +166.6% | -8.4% | +175.0% | +179.2% |
| 1Y | +458.9% | -22.9% | +481.9% | +506.1% |
| 3Y | +531.8% | +203.3% | +328.5% | +326.6% |
| 5Y | +67.7% | -26.0% | +93.7% | +16.7% |
| All | +3.9% | -25.0% | +29.0% | -29.8% |
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