-33.1%
KORU vs ALC
-9.8%
-23.3%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -4.2% |
| 7D | +24.3% | -6.2% | +30.5% | +31.0% |
| 30D | -44.8% | +14.0% | -58.9% | -52.5% |
| 3M | -60.0% | -2.4% | -57.7% | -60.7% |
| 6M | -78.7% | +12.6% | -91.3% | -83.2% |
| YTD | -10.6% | -8.4% | -2.1% | -9.8% |
| 1Y | -3.8% | -9.1% | +5.3% | -2.0% |
| 3Y | +142.0% | -0.3% | +142.3% | +107.0% |
| 5Y | -33.1% | -9.9% | -23.2% | -31.5% |
| All | -33.1% | -9.8% | -23.3% | -31.5% |
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 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