-3.3%
KORU vs ALM
+19.0%
-22.2%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +7.7% | -13.2% | -12.5% |
| 7D | +11.1% | +1.2% | +9.9% | +9.1% |
| 30D | -40.6% | -19.3% | -21.3% | -25.7% |
| 3M | -63.9% | -40.6% | -23.2% | -39.8% |
| 6M | -82.8% | -57.9% | -24.9% | -57.8% |
| YTD | -15.4% | -6.7% | -8.7% | +72.2% |
| 1Y | -3.3% | +20.2% | -23.4% | +89.0% |
| All | -3.3% | +19.0% | -22.2% | +89.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling