-20.7%
KORU vs AG
+76.0%
-96.7%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.4% | -3.0% | -4.4% |
| 7D | +11.1% | -10.0% | +21.1% | +16.6% |
| 30D | -40.6% | -10.5% | -30.1% | -36.9% |
| 3M | -63.9% | -27.3% | -36.6% | -57.3% |
| 6M | -82.8% | -43.0% | -39.8% | -76.2% |
| YTD | -15.4% | -17.9% | +2.5% | +6.2% |
| 1Y | -3.3% | +11.9% | -15.2% | +8.6% |
| 3Y | +136.2% | +201.8% | -65.6% | +83.2% |
| 5Y | -36.7% | -0.1% | -36.6% | -36.1% |
| All | -20.7% | +76.0% | -96.7% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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