+77.8%
KORU vs ALC
+24.0%
+53.7%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | -2.2% | +15.6% | +16.0% |
| 7D | +13.0% | -2.1% | +15.1% | +15.5% |
| 30D | +27.3% | -0.1% | +27.4% | +25.0% |
| 3M | -55.3% | +5.9% | -61.2% | -61.7% |
| 6M | +11.6% | -15.9% | +27.5% | +26.9% |
| YTD | +158.5% | -10.1% | +168.7% | +169.8% |
| 1Y | +482.2% | -10.2% | +492.4% | +503.3% |
| 3Y | +471.9% | -13.6% | +485.5% | +503.8% |
| 5Y | +41.1% | -15.1% | +56.3% | +59.0% |
| All | +77.8% | +24.0% | +53.7% | +12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling