-69.0%
KORU vs ALLE
+336.8%
-405.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.5% | -5.7% | -5.6% |
| 7D | -34.5% | +0.1% | -34.6% | -33.3% |
| 30D | -59.6% | +25.9% | -85.5% | -70.0% |
| 3M | -56.1% | +14.9% | -70.9% | -63.7% |
| 6M | -84.7% | +42.1% | -126.8% | -90.1% |
| YTD | -20.6% | +20.4% | -41.0% | -36.1% |
| 1Y | -13.9% | +14.9% | -28.7% | -27.0% |
| 3Y | +114.9% | +90.1% | +24.8% | -3.2% |
| 5Y | -36.0% | +53.0% | -89.0% | -61.8% |
| 10Y | -27.8% | +208.8% | -236.7% | -76.0% |
| All | -69.0% | +336.8% | -405.8% | -91.7% |
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