+56.9%
KORU vs AG
+63.6%
-6.7%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -2.9% | +11.9% | +10.8% |
| 7D | -1.7% | -6.7% | +5.0% | +2.7% |
| 30D | +13.5% | +2.2% | +11.4% | +13.2% |
| 3M | -45.2% | +15.7% | -60.9% | -47.6% |
| 6M | +17.1% | -23.8% | +40.9% | +49.7% |
| YTD | +154.1% | +17.6% | +136.5% | +169.0% |
| 1Y | +375.7% | +88.6% | +287.0% | +291.6% |
| 3Y | +474.0% | +253.4% | +220.6% | +208.1% |
| All | +56.9% | +63.6% | -6.7% | +13.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling