-20.7%
KORU vs ALLY
+174.3%
-195.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.8% | -6.2% | -6.2% |
| 7D | +11.1% | +0.4% | +10.8% | +11.2% |
| 30D | -40.6% | +5.2% | -45.8% | -43.2% |
| 3M | -63.9% | -13.3% | -50.6% | -59.0% |
| 6M | -82.8% | -6.7% | -76.2% | -81.5% |
| YTD | -15.4% | -12.8% | -2.6% | -3.0% |
| 1Y | -3.3% | +0.7% | -3.9% | -2.7% |
| 3Y | +136.2% | +65.2% | +71.0% | +46.7% |
| 5Y | -36.7% | -10.1% | -26.6% | -32.2% |
| All | -20.7% | +174.3% | -195.0% | -65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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