+67.7%
KORU vs ALC
-17.4%
+85.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +2.5% |
| 7D | +20.1% | -5.3% | +25.4% | +26.1% |
| 30D | +47.5% | -7.1% | +54.5% | +56.0% |
| 3M | -30.1% | +0.8% | -30.8% | -35.1% |
| 6M | +20.1% | -16.0% | +36.1% | +35.1% |
| YTD | +166.6% | -12.7% | +179.3% | +189.8% |
| 1Y | +458.9% | -12.8% | +471.8% | +504.9% |
| 3Y | +531.8% | -15.8% | +547.6% | +599.2% |
| 5Y | +67.7% | -16.7% | +84.3% | +84.6% |
| All | +67.7% | -17.4% | +85.1% | +84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling