+33.3%
KORU vs AIG
+152.4%
-119.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.5% | +1.0% | +1.1% |
| 7D | +20.1% | -1.4% | +21.5% | +21.5% |
| 30D | +47.5% | -3.3% | +50.8% | +50.6% |
| 3M | -30.1% | +2.2% | -32.2% | -34.5% |
| 6M | +20.1% | -2.1% | +22.3% | +14.4% |
| YTD | +166.6% | -11.2% | +177.8% | +173.9% |
| 1Y | +458.9% | -2.1% | +461.1% | +410.0% |
| 3Y | +531.8% | +34.4% | +497.4% | +318.4% |
| 5Y | +67.7% | +53.7% | +14.0% | -1.0% |
| 10Y | +91.6% | +64.4% | +27.2% | -2.8% |
| All | +33.3% | +152.4% | -119.0% | -50.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling