-67.0%
KORU vs ALLE
+339.1%
-406.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +2.8% | +8.5% | +8.1% |
| 7D | -25.8% | -0.6% | -25.2% | -24.0% |
| 30D | -56.9% | +26.6% | -83.5% | -68.2% |
| 3M | -55.7% | +13.2% | -68.9% | -62.8% |
| 6M | -83.7% | +42.9% | -126.6% | -89.5% |
| YTD | -15.3% | +21.0% | -36.3% | -32.3% |
| 1Y | +3.4% | +15.2% | -11.8% | -12.7% |
| 3Y | +133.8% | +95.6% | +38.2% | +1.7% |
| 5Y | -35.4% | +53.4% | -88.8% | -61.5% |
| 10Y | -27.3% | +221.5% | -248.8% | -76.8% |
| All | -67.0% | +339.1% | -406.1% | -91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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