-20.7%
KORU vs ALM
+2,100.8%
-2,121.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +7.7% | -13.2% | -6.9% |
| 7D | +11.1% | +1.2% | +9.9% | +10.9% |
| 30D | -40.6% | -19.3% | -21.3% | -37.6% |
| 3M | -63.9% | -40.6% | -23.2% | -59.5% |
| 6M | -82.8% | -57.9% | -24.9% | -79.1% |
| YTD | -15.4% | -6.7% | -8.7% | -2.9% |
| 1Y | -3.3% | +20.2% | -23.4% | +8.7% |
| 3Y | +136.2% | +879.4% | -743.3% | +112.9% |
| 5Y | -36.7% | +415.3% | -452.0% | -41.6% |
| All | -20.7% | +2,100.8% | -2,121.5% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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