+474.0%
KORU vs AIG
+33.9%
+440.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +0.4% | +8.6% | +8.9% |
| 7D | -1.7% | -1.2% | -0.5% | -1.5% |
| 30D | +13.5% | -1.1% | +14.6% | +13.6% |
| 3M | -45.2% | +0.7% | -45.9% | -46.4% |
| 6M | +17.1% | -2.2% | +19.3% | +15.5% |
| YTD | +154.1% | -10.8% | +165.0% | +163.2% |
| 1Y | +375.7% | -2.0% | +377.7% | +350.9% |
| 3Y | +474.0% | +34.8% | +439.2% | +240.1% |
| All | +474.0% | +33.9% | +440.1% | +240.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling