-14.3%
KORU vs ALK
-41.4%
+27.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.4% | -1.2% | +19.7% | +19.4% |
| 7D | -18.1% | +2.6% | -20.7% | -18.5% |
| 30D | -45.7% | +7.8% | -53.5% | -49.6% |
| 3M | -51.6% | -15.2% | -36.4% | -44.7% |
| 6M | -82.6% | +5.0% | -87.7% | -82.6% |
| YTD | -5.9% | -18.4% | +12.5% | +19.0% |
| 1Y | +3.3% | -2.4% | +5.7% | +13.7% |
| 3Y | +154.5% | +19.8% | +134.7% | +115.4% |
| 5Y | -26.6% | -27.8% | +1.2% | -6.6% |
| 10Y | -14.3% | -42.0% | +27.7% | +2.0% |
| All | -14.3% | -41.4% | +27.1% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling