+60.3%
KORU vs ALC
+17.1%
+43.3%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.7% | -9.8% | -9.3% |
| 7D | +2.3% | -7.7% | +10.0% | +12.3% |
| 30D | +20.0% | -11.7% | +31.7% | +36.8% |
| 3M | -32.7% | +0.7% | -33.4% | -38.5% |
| 6M | +13.3% | -17.1% | +30.4% | +29.3% |
| YTD | +133.2% | -15.1% | +148.4% | +161.1% |
| 1Y | +357.3% | -14.1% | +371.4% | +400.4% |
| 3Y | +452.7% | -18.2% | +470.8% | +523.4% |
| 5Y | +47.2% | -19.2% | +66.4% | +75.4% |
| All | +60.3% | +17.1% | +43.3% | +9.1% |
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