+22.5%
KORU vs AJG
+19.3%
+3.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.5% | -10.7% | +5.0% |
| 7D | -24.3% | +10.7% | -35.0% | -6.5% |
| 30D | -54.2% | +26.9% | -81.1% | -24.7% |
| 3M | -45.4% | +16.6% | -62.0% | -20.3% |
| 6M | -66.5% | +40.1% | -106.6% | -29.4% |
| YTD | +14.9% | +12.4% | +2.4% | +123.2% |
| 1Y | +22.5% | +15.9% | +6.6% | +149.8% |
| All | +22.5% | +19.3% | +3.2% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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