+136.2%
KORU vs ALC
+4.4%
+131.8%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +3.2% | -8.6% | -6.9% |
| 7D | +11.1% | -1.1% | +12.2% | +11.5% |
| 30D | -40.6% | +16.0% | -56.7% | -45.8% |
| 3M | -63.9% | +0.8% | -64.7% | -64.5% |
| 6M | -82.8% | +16.8% | -99.7% | -85.6% |
| YTD | -15.4% | -5.5% | -9.9% | -11.7% |
| 1Y | -3.3% | -5.3% | +2.0% | +0.7% |
| 3Y | +136.2% | +4.1% | +132.1% | +138.6% |
| All | +136.2% | +4.4% | +131.8% | +138.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling