+133.8%
KORU vs AFRM
+172.4%
-38.7%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | -0.1% | +11.4% | +11.3% |
| 7D | -25.8% | -7.5% | -18.3% | -22.4% |
| 30D | -56.9% | -15.7% | -41.2% | -53.1% |
| 3M | -55.7% | -9.6% | -46.1% | -53.6% |
| 6M | -83.7% | +6.3% | -90.0% | -83.1% |
| YTD | -15.3% | -8.6% | -6.7% | -10.2% |
| 1Y | +3.4% | -7.6% | +11.0% | +8.9% |
| 3Y | +133.8% | +173.7% | -39.9% | +63.9% |
| All | +133.8% | +172.4% | -38.7% | +63.9% |
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