-55.4%
KORU vs ALLY
+97.2%
-152.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.7% | -4.2% | -4.3% |
| 7D | +24.3% | -2.1% | +26.5% | +27.1% |
| 30D | -44.8% | +2.0% | -46.8% | -45.5% |
| 3M | -60.0% | -13.3% | -46.7% | -54.8% |
| 6M | -78.7% | -9.9% | -68.8% | -76.4% |
| YTD | -10.6% | -13.5% | +3.0% | +3.0% |
| 1Y | -3.8% | -2.8% | -1.0% | 0.0% |
| 3Y | +142.0% | +63.4% | +78.5% | +54.8% |
| 5Y | -33.1% | -10.9% | -22.2% | -27.9% |
| 10Y | -18.5% | +174.7% | -193.2% | -65.9% |
| All | -55.4% | +97.2% | -152.6% | -78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling