+16.6%
KORU vs AGG
+24.8%
-8.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -0.7% | -11.9% | -10.8% |
| 7D | +2.3% | -0.9% | +3.2% | +5.1% |
| 30D | +20.0% | -1.0% | +21.0% | +23.6% |
| 3M | -32.7% | -1.3% | -31.4% | -29.2% |
| 6M | +13.3% | -2.1% | +15.4% | +25.5% |
| YTD | +133.2% | -1.2% | +134.4% | +155.0% |
| 1Y | +357.3% | -0.5% | +357.8% | +392.6% |
| 3Y | +452.7% | +12.4% | +440.2% | +373.7% |
| 5Y | +47.2% | -2.4% | +49.6% | +58.5% |
| 10Y | +67.6% | +14.3% | +53.2% | +65.1% |
| All | +16.6% | +24.8% | -8.2% | -15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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