+375.7%
KORU vs ALC
-14.7%
+390.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.8% | +9.8% | +9.0% |
| 7D | -1.7% | -6.3% | +4.6% | -1.8% |
| 30D | +13.5% | -10.3% | +23.8% | +13.3% |
| 3M | -45.2% | -0.7% | -44.5% | -47.3% |
| 6M | +17.1% | -17.8% | +35.0% | +41.6% |
| YTD | +154.1% | -15.8% | +169.9% | +215.6% |
| 1Y | +375.7% | -16.7% | +392.4% | +505.9% |
| All | +375.7% | -14.7% | +390.4% | +505.9% |
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