+29.3%
KORU vs AG
+39.1%
-9.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -2.0% | +15.4% | +14.1% |
| 7D | +13.0% | +1.0% | +12.0% | +12.6% |
| 30D | +27.3% | +19.2% | +8.1% | +20.6% |
| 3M | -55.3% | +6.2% | -61.4% | -53.6% |
| 6M | +11.6% | -26.7% | +38.3% | +31.8% |
| YTD | +158.5% | +26.1% | +132.4% | +163.9% |
| 1Y | +482.2% | +131.7% | +350.5% | +395.3% |
| 3Y | +471.9% | +255.3% | +216.6% | +314.7% |
| 5Y | +41.1% | +61.9% | -20.8% | +20.3% |
| 10Y | +80.2% | +72.0% | +8.2% | +33.1% |
| All | +29.3% | +39.1% | -9.8% | -4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling