+22.5%
KORU vs AIG
+6.0%
+16.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.5% | -6.7% | -3.6% |
| 7D | -24.3% | +2.3% | -26.6% | -22.0% |
| 30D | -54.2% | +8.8% | -63.0% | -49.5% |
| 3M | -45.4% | +3.7% | -49.1% | -41.7% |
| 6M | -66.5% | +6.8% | -73.2% | -61.2% |
| YTD | +14.9% | -2.6% | +17.5% | +26.9% |
| 1Y | +22.5% | +3.7% | +18.8% | +33.9% |
| All | +22.5% | +6.0% | +16.6% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling