+0.8%
KORU vs AFRM
-20.4%
+21.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -2.6% | +16.1% | +14.2% |
| 7D | +13.0% | -7.0% | +20.0% | +15.4% |
| 30D | +27.3% | -7.8% | +35.1% | +30.1% |
| 3M | -55.3% | +5.3% | -60.6% | -54.7% |
| 6M | +11.6% | +42.6% | -31.0% | +5.4% |
| YTD | +158.5% | -2.8% | +161.3% | +166.2% |
| 1Y | +482.2% | -19.3% | +501.5% | +522.7% |
| 3Y | +471.9% | +231.0% | +240.9% | +276.9% |
| 5Y | +41.1% | -22.2% | +63.4% | -3.3% |
| All | +0.8% | -20.4% | +21.2% | -33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling