-57.7%
KORU vs ALB
+86.4%
-144.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.4% | -4.0% | -4.5% |
| 7D | +11.1% | -5.8% | +16.9% | +16.1% |
| 30D | -40.6% | -4.5% | -36.1% | -39.3% |
| 3M | -63.9% | -28.1% | -35.8% | -55.3% |
| 6M | -82.8% | -53.2% | -29.6% | -70.0% |
| YTD | -15.4% | -33.3% | +17.9% | +17.8% |
| 1Y | -3.3% | -17.4% | +14.2% | +15.8% |
| 3Y | +136.2% | -14.1% | +150.3% | +127.8% |
| 5Y | -36.7% | -64.0% | +27.3% | +9.5% |
| 10Y | -22.9% | +32.8% | -55.7% | -56.6% |
| All | -57.7% | +86.4% | -144.1% | -81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling