-16.2%
KORU vs ALB
+34.2%
-50.4%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.2% | -3.8% | -4.1% |
| 7D | +24.3% | -3.6% | +27.9% | +27.8% |
| 30D | -44.8% | -2.9% | -42.0% | -44.4% |
| 3M | -60.0% | -25.8% | -34.2% | -51.6% |
| 6M | -78.7% | -53.6% | -25.1% | -62.8% |
| YTD | -10.6% | -32.4% | +21.8% | +23.2% |
| 1Y | -3.8% | -13.0% | +9.2% | +11.1% |
| 3Y | +142.0% | -15.0% | +157.0% | +135.6% |
| 5Y | -33.1% | -63.5% | +30.4% | +15.5% |
| All | -16.2% | +34.2% | -50.4% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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