-3.3%
KORU vs ALC
-6.0%
+2.8%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.2% | -8.6% | -4.1% |
| 7D | +11.1% | -1.1% | +12.2% | +10.9% |
| 30D | -40.6% | +16.0% | -56.7% | -37.0% |
| 3M | -63.9% | +0.8% | -64.7% | -62.4% |
| 6M | -82.8% | +16.8% | -99.7% | -83.2% |
| YTD | -15.4% | -5.5% | -9.9% | +17.9% |
| 1Y | -3.3% | -5.3% | +2.0% | +34.5% |
| All | -3.3% | -6.0% | +2.8% | +34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling