+28.8%
KORU vs ALLY
+124.8%
-96.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +0.3% | +13.1% | +13.2% |
| 7D | +13.0% | +3.7% | +9.3% | +9.7% |
| 30D | +27.3% | -2.3% | +29.5% | +29.8% |
| 3M | -55.3% | +3.8% | -59.1% | -56.1% |
| 6M | +11.6% | +9.7% | +1.9% | +5.4% |
| YTD | +158.5% | -1.4% | +160.0% | +165.2% |
| 1Y | +482.2% | +8.2% | +473.9% | +445.8% |
| 3Y | +471.9% | +66.5% | +405.4% | +257.8% |
| 5Y | +41.1% | +1.2% | +39.9% | +34.8% |
| 10Y | +80.2% | +191.4% | -111.2% | -29.1% |
| All | +28.8% | +124.8% | -96.0% | -44.7% |
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