+522.4%
KORU vs AFRM
+221.8%
+300.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.7% |
| 7D | +24.3% | +3.1% | +21.2% | +22.7% |
| 30D | +37.3% | -4.2% | +41.5% | +39.1% |
| 3M | -32.8% | +10.1% | -42.9% | -34.0% |
| 6M | +36.9% | +39.4% | -2.5% | +29.0% |
| YTD | +162.6% | -3.2% | +165.8% | +169.3% |
| 1Y | +467.0% | -16.1% | +483.1% | +498.6% |
| 3Y | +522.4% | +220.8% | +301.6% | +287.1% |
| All | +522.4% | +221.8% | +300.6% | +287.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling