-41.8%
KORU vs ALC
+30.4%
-72.2%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.2% | -8.6% | -8.9% |
| 7D | +11.1% | -1.1% | +12.2% | +11.9% |
| 30D | -40.6% | +16.0% | -56.7% | -51.8% |
| 3M | -63.9% | +0.8% | -64.7% | -66.2% |
| 6M | -82.8% | +16.8% | -99.7% | -87.7% |
| YTD | -15.4% | -5.5% | -9.9% | -20.3% |
| 1Y | -3.3% | -5.3% | +2.0% | -9.4% |
| 3Y | +136.2% | +4.1% | +132.1% | +82.6% |
| 5Y | -36.7% | -7.1% | -29.7% | -39.3% |
| All | -41.8% | +30.4% | -72.2% | -66.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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