+82.9%
KORU vs AJG
+473.1%
-390.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -1.2% | +10.2% | +9.9% |
| 7D | -1.7% | -8.3% | +6.6% | +4.9% |
| 30D | +13.5% | -5.7% | +19.2% | +17.5% |
| 3M | -45.2% | +9.1% | -54.3% | -55.7% |
| 6M | +17.1% | +15.2% | +1.9% | -15.8% |
| YTD | +154.1% | -6.3% | +160.4% | +121.8% |
| 1Y | +375.7% | -19.1% | +394.8% | +373.5% |
| 3Y | +474.0% | +8.2% | +465.8% | +237.4% |
| 5Y | +60.4% | +75.6% | -15.2% | -56.1% |
| All | +82.9% | +473.1% | -390.2% | -85.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling