-52.9%
KORU vs ALB
+91.3%
-144.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | +1.1% | +17.4% | +17.7% |
| 7D | -18.1% | +1.1% | -19.2% | -19.8% |
| 30D | -45.7% | -2.6% | -43.2% | -45.4% |
| 3M | -51.6% | -25.6% | -26.0% | -41.6% |
| 6M | -82.6% | -54.0% | -28.6% | -69.3% |
| YTD | -5.9% | -31.6% | +25.7% | +28.6% |
| 1Y | +3.3% | -6.6% | +9.8% | +13.3% |
| 3Y | +154.5% | -14.0% | +168.5% | +145.3% |
| 5Y | -26.6% | -62.5% | +36.0% | +23.3% |
| 10Y | -14.3% | +36.3% | -50.5% | -52.6% |
| All | -52.9% | +91.3% | -144.2% | -80.0% |
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