+31.4%
KORU vs AKAM
+203.2%
-171.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AKAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.2% | +1.3% |
| 7D | +24.3% | -0.8% | +25.1% | +24.8% |
| 30D | +37.3% | -4.5% | +41.8% | +42.7% |
| 3M | -32.8% | -25.6% | -7.2% | -16.0% |
| 6M | +36.9% | +5.7% | +31.2% | +41.7% |
| YTD | +162.6% | +21.0% | +141.6% | +139.9% |
| 1Y | +467.0% | +33.9% | +433.1% | +375.6% |
| 3Y | +522.4% | +0.9% | +521.5% | +509.7% |
| 5Y | +57.9% | -6.9% | +64.7% | +64.8% |
| 10Y | +70.8% | +97.4% | -26.6% | +11.6% |
| All | +31.4% | +203.2% | -171.9% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AKAM.
Daily Out/Under-Performance
Portfolio return minus AKAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AKAM 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 AKAM 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